## Warning: package 'Quandl' was built under R version 4.1.3

Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "CEU0500000001"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## Warning: SLY contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 919308 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpCoTbKk\remotes2c2c2362dee\RamiKrispin-coronavirus-b286a3c/DESCRIPTION' (457ms)
## 
  
  
  
-  preparing 'coronavirus': (3.5s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (618ms)
## 
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.
  • S&P 500 Volume, last updated on 2025-04-04, is positive over the last year and positive over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 4.20% (last updated on 2025-03-01) which is near the 1-year average of 4.12% and rising with respect to the low in the last twelve months of 3.90%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 0.57% which is above the 1-year average of 1.24% and falling with respect to the peak, in the last twelve months, of 1.45%.

  • Jobless claims (ICSA data) year-over-year stands at 3.37% (last updated on 2025-03-29) which is in-line with the 1-year average of 1.94% and below the peak, in the last twelve months, of 22.83%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at 1.02% (last updated on 2025-02-01). This is below the recent peak of 2.94%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at -0.16% (last updated on 2025-04-04). This is above the recent low of -1.31%. The trend is negative over the last year and negative over the last month.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
3 UNRATE Civilian Unemployment Rate U-3
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
5 CCSA Continued Claims (Insured Unemployment)
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
11 TABSHNO Households and nonprofit organizations; total assets, Level
12 HNONWPDPI Household Net Worth, percent Dispsable Income
13 INDPRO Industrial Production Index
15 RSALES Real Retail Sales (DISCONTINUED)
16 W875RX1 Real personal income excluding current transfer receipts
17 RPI Real personal income
55 HSN1FNSA New One Family Houses Sold: United States (Monthly, NSA)
61 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
63 RELACBW027SBOG Real Estate Loans, All Commercial Banks (Weekly, SA)
65 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
66 RREACBW027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
71 DPSACBW027SBOG Deposits, All Commercial Banks
72 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
74 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
75 ASTLL All sectors; total loans; liability, Level (NSA)
76 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
77 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
78 ASTMA All sectors; total mortgages; asset, Level (NSA)
79 ASHMA All sectors; home mortgages; asset, Level (NSA)
80 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
81 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
82 ASFMA All sectors; farm mortgages; asset, Level (NSA)
83 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
84 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
85 FBLL Domestic financial sectors loans; liability, Level (NSA)
86 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
99 ALTSALES Light Weight Vehicle Sales: Autos and Light Trucks
110 GDP Gross Domestic Product
111 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112 FDEFX Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
114 GDPC1 Real Gross Domestic Product
115 GDPDEF Gross Domestic Product: Implicit Price Deflator
119 GPDI Gross Private Domestic Investment
120 W790RC1Q027SBEA Net domestic investment: Private: Domestic busines
121 MZMV Velocity of MZM Money Stock
122 M1 M1 Money Stock
123 M2 M2 Money Stock
124 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
125 IPMAN Industrial Production: Manufacturing (NAICS)
128 PSAVERT Personal Saving Rate
129 VIXCLS CBOE Volatility Index
131 HOUST1F Privately Owned Housing Starts: 1-Unit Structures
132 GFDEBTN Federal Debt: Total Public Debt
134 HOUSTNSA Housing Starts: Total: New Privately Owned Housing Units Started, NSA
136 MSPUS Median Sales Price of Houses Sold for the United States (NSA)
138 DGORDER Manufacturers’ New Orders: Durable Goods (SA)
140 GFDEGDQ188S Federal Debt: Total Public Debt as Percent of Gross Domestic Product
141 FYFSD Federal Surplus or Deficit
142 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
147 OUTMS Manufacturing Sector: Real Output
149 PRS30006163 Manufacturing Sector: Real Output Per Person
150 BAMLC0A3CA ICE BofAML US Corporate A Option-Adjusted Spread
164 IOER Interest Rate on Excess Reserves
166 EXCSRESNW Excess Reserves of Depository Institutions
167 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
168 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
170 CURRENCY Currency Component of M1 (Seasonally Adjusted)
173 PRS88003193 Nonfinancial Corporations Sector: Unit Profits
174 PPIACO Producer Price Index for All Commodities
175 PCUOMFGOMFG Producer Price Index by Industry: Total Manufacturing Industries
176 POPTHM Population (U.S.)
177 POPTHM Population (U.S.)
179 LNU01000000 Civilian Labor Force Level, NSA
186 A065RC1A027NBEA Personal income (NSA)
187 PI Personal income (SA)
188 PCE Personal Consumption Expenditures (SA)
189 A053RC1Q027SBEA National income: Corporate profits before tax (without IVA and CCAdj)
190 CPROFIT Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
227 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
228 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
229 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
230 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
231 TOTALOGNRPUSM Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
232 TOTALPANRPUSM Crude Oil Rotary Rigs in Operation, Monthly
234 BKRTotal Total Rig Count
235 BKRGas Gas Rig Count
236 BKROil Oil Rig Count
237 FARMINCOME Net Farm Income
238 OPEARNINGSPERSHARE Operating Earnings per Share
239 AREARNINGSPERSHARE As-Reported Earnings per Share
240 CASHDIVIDENDSPERSHR Cash Dividends per Share
241 SALESPERSHR Sales per Share
242 BOOKVALPERSHR Book value per Share
243 CAPEXPERSHR Cap ex per Share
244 PRICE Price
245 OPEARNINGSTTM TTM Operating Earnings
246 AREARNINGSTTM TTM Reported Earnings
247 FINRAMarginDebt Margin Debt
248 FINRAFreeCreditMargin Free Credit Balances in Customers’ Securities Margin Accounts
249 OCCEquityVolume Equity Options Volume
250 OCCNonEquityVolume Non-Equity Options Volume
262 W875RX1.by.GDP Real Personal Income Normalized by GDP
263 A065RC1A027NBEA.by.GDP Personal Income (NSA) Normalized by GDP
264 PI.by.GDP Personal Income (SA) Normalized by GDP
265 A053RC1Q027SBEA.by.GDP National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
266 CPROFIT.by.GDP National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
269 RREACBM027SBOG.by.GDP Residental Real Estate Loans (Monthly, SA) divided by GDP
270 RREACBW027SBOG.by.GDP Residental Real Estate Loans (Weekly, SA) divided by GDP
273 DGORDER.by.GDP Durable Goods (Monthly, NSA) divided by GDP
274 ASHMA.by.GDP Home Mortgages (Quarterly, NSA) divided by GDP
284 EXCSRESNW.by.GDP Excess Reserves of Depository Institutions Divided by GDP
287 EXPCH.minus.IMPCH U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
289 SRPSABSNNCB.by.GDP Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
290 ASTLL.by.GDP All sectors; total loans; liability, Level (NSA) Divided by GDP
291 ASFMA.by.GDP All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
292 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
295 FARMINCOME.by.GDP Farm Income (Annual, NSA) Divided by GDP
298 ECBASSETS.by.EUNNGDP Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
304 DGS10ByAAA AAA ratio to 10 year treasury (AAA/DGS10)
311 GDP.by.GDPDEF Nominal GDP Normalized by GDP def
313 GSG.Close.by.GSPC.Close GSCI Commodity-Indexed Trust, Normalized by S&P 500
319 GSPC.DailySwing S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
330 CPIAUCSL_YoY5 Consumer Price Index for All Urban Consumers: All Items 5 Year over 5 Year
333 CPIAUCSL_SmoothDer Derivative of Smoothed Consumer Price Index for All Urban Consumers: All Items
334 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
335 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
336 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
337 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
338 USREC_YoY NBER based Recession Indicators Year over Year
339 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
341 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
342 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
343 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
344 USREC_Log Log of NBER based Recession Indicators
345 USREC_mva365 NBER based Recession Indicators 365 Day MA
346 USREC_mva200 NBER based Recession Indicators 200 Day MA
347 USREC_mva050 NBER based Recession Indicators 50 Day MA
349 UNRATE_YoY4 Civilian Unemployment Rate U-3 4 Year over 4 Year
351 UNRATE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3
353 UNRATE_SmoothDer Derivative of Smoothed Civilian Unemployment Rate U-3
354 UNRATE_Log Log of Civilian Unemployment Rate U-3
355 UNRATE_mva365 Civilian Unemployment Rate U-3 365 Day MA
357 UNRATE_mva050 Civilian Unemployment Rate U-3 50 Day MA
361 PCEPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Consumption Expenditures: Chain-type Price Index
363 PCEPI_SmoothDer Derivative of Smoothed Personal Consumption Expenditures: Chain-type Price Index
364 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
365 PCEPI_mva365 Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
366 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
367 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
369 CCSA_YoY4 Continued Claims (Insured Unemployment) 4 Year over 4 Year
371 CCSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
374 CCSA_Log Log of Continued Claims (Insured Unemployment)
375 CCSA_mva365 Continued Claims (Insured Unemployment) 365 Day MA
376 CCSA_mva200 Continued Claims (Insured Unemployment) 200 Day MA
377 CCSA_mva050 Continued Claims (Insured Unemployment) 50 Day MA
378 CCNSA_YoY Continued Claims (Insured Unemployment, NSA) Year over Year
379 CCNSA_YoY4 Continued Claims (Insured Unemployment, NSA) 4 Year over 4 Year
381 CCNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment, NSA)
383 CCNSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment, NSA)
385 CCNSA_mva365 Continued Claims (Insured Unemployment, NSA) 365 Day MA
386 CCNSA_mva200 Continued Claims (Insured Unemployment, NSA) 200 Day MA
388 NPPTTL_YoY Total Nonfarm Private Payroll Employment (ADP) Year over Year
394 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
395 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
396 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
397 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
405 CEU0500000001_mva365 All Employees, Total Private (NSA) 365 Day MA
409 U6RATE_YoY4 Total unemployed + margin + part-time U-6 4 Year over 4 Year
411 U6RATE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total unemployed + margin + part-time U-6
413 U6RATE_SmoothDer Derivative of Smoothed Total unemployed + margin + part-time U-6
415 U6RATE_mva365 Total unemployed + margin + part-time U-6 365 Day MA
416 U6RATE_mva200 Total unemployed + margin + part-time U-6 200 Day MA
425 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
431 TABSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level
434 TABSHNO_Log Log of Households and nonprofit organizations; total assets, Level
435 TABSHNO_mva365 Households and nonprofit organizations; total assets, Level 365 Day MA
436 TABSHNO_mva200 Households and nonprofit organizations; total assets, Level 200 Day MA
437 TABSHNO_mva050 Households and nonprofit organizations; total assets, Level 50 Day MA
441 HNONWPDPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income
444 HNONWPDPI_Log Log of Household Net Worth, percent Dispsable Income
445 HNONWPDPI_mva365 Household Net Worth, percent Dispsable Income 365 Day MA
451 INDPRO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Industrial Production Index
453 INDPRO_SmoothDer Derivative of Smoothed Industrial Production Index
454 INDPRO_Log Log of Industrial Production Index
455 INDPRO_mva365 Industrial Production Index 365 Day MA
456 INDPRO_mva200 Industrial Production Index 200 Day MA
457 INDPRO_mva050 Industrial Production Index 50 Day MA
465 RRSFS_mva365 Real Retail and Food Services Sales 365 Day MA
468 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
469 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
475 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
476 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
477 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
483 W875RX1_SmoothDer Derivative of Smoothed Real personal income excluding current transfer receipts
484 W875RX1_Log Log of Real personal income excluding current transfer receipts
485 W875RX1_mva365 Real personal income excluding current transfer receipts 365 Day MA
486 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
487 W875RX1_mva050 Real personal income excluding current transfer receipts 50 Day MA
491 RPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real personal income
493 RPI_SmoothDer Derivative of Smoothed Real personal income
494 RPI_Log Log of Real personal income
495 RPI_mva365 Real personal income 365 Day MA
496 RPI_mva200 Real personal income 200 Day MA
497 RPI_mva050 Real personal income 50 Day MA
501 PCOPPUSDM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper
503 PCOPPUSDM_SmoothDer Derivative of Smoothed Global price of Copper
549 NOBL.Volume_YoY4 4 Year over 4 Year
551 NOBL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
552 NOBL.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
553 NOBL.Volume_SmoothDer Derivative of Smoothed
554 NOBL.Volume_Log Log of
555 NOBL.Volume_mva365 365 Day MA
556 NOBL.Volume_mva200 200 Day MA
557 NOBL.Volume_mva050 50 Day MA
608 SCHD.Volume_YoY Year over Year
611 SCHD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
612 SCHD.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
613 SCHD.Volume_SmoothDer Derivative of Smoothed
614 SCHD.Volume_Log Log of
615 SCHD.Volume_mva365 365 Day MA
616 SCHD.Volume_mva200 200 Day MA
617 SCHD.Volume_mva050 50 Day MA
668 PFF.Volume_YoY Year over Year
669 PFF.Volume_YoY4 4 Year over 4 Year
672 PFF.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
673 PFF.Volume_SmoothDer Derivative of Smoothed
674 PFF.Volume_Log Log of
676 PFF.Volume_mva200 200 Day MA
729 HPI.Volume_YoY4 4 Year over 4 Year
732 HPI.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
734 HPI.Volume_Log Log of
745 HPI.Adjusted_mva365 365 Day MA
788 GSFTX.Volume_YoY Year over Year
789 GSFTX.Volume_YoY4 4 Year over 4 Year
790 GSFTX.Volume_YoY5 5 Year over 5 Year
791 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
792 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
793 GSFTX.Volume_SmoothDer Derivative of Smoothed
794 GSFTX.Volume_Log Log of
795 GSFTX.Volume_mva365 365 Day MA
796 GSFTX.Volume_mva200 200 Day MA
797 GSFTX.Volume_mva050 50 Day MA
805 GSFTX.Adjusted_mva365 365 Day MA
813 LFMIX.Open_SmoothDer Derivative of Smoothed
823 LFMIX.High_SmoothDer Derivative of Smoothed
833 LFMIX.Low_SmoothDer Derivative of Smoothed
843 LFMIX.Close_SmoothDer Derivative of Smoothed
848 LFMIX.Volume_YoY Year over Year
849 LFMIX.Volume_YoY4 4 Year over 4 Year
850 LFMIX.Volume_YoY5 5 Year over 5 Year
851 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
852 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
853 LFMIX.Volume_SmoothDer Derivative of Smoothed
854 LFMIX.Volume_Log Log of
855 LFMIX.Volume_mva365 365 Day MA
856 LFMIX.Volume_mva200 200 Day MA
857 LFMIX.Volume_mva050 50 Day MA
861 LFMIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
863 LFMIX.Adjusted_SmoothDer Derivative of Smoothed
873 LFMCX.Open_SmoothDer Derivative of Smoothed
883 LFMCX.High_SmoothDer Derivative of Smoothed
893 LFMCX.Low_SmoothDer Derivative of Smoothed
903 LFMCX.Close_SmoothDer Derivative of Smoothed
908 LFMCX.Volume_YoY Year over Year
909 LFMCX.Volume_YoY4 4 Year over 4 Year
910 LFMCX.Volume_YoY5 5 Year over 5 Year
911 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
912 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
913 LFMCX.Volume_SmoothDer Derivative of Smoothed
914 LFMCX.Volume_Log Log of
915 LFMCX.Volume_mva365 365 Day MA
916 LFMCX.Volume_mva200 200 Day MA
917 LFMCX.Volume_mva050 50 Day MA
921 LFMCX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
923 LFMCX.Adjusted_SmoothDer Derivative of Smoothed
933 LFMAX.Open_SmoothDer Derivative of Smoothed
943 LFMAX.High_SmoothDer Derivative of Smoothed
953 LFMAX.Low_SmoothDer Derivative of Smoothed
963 LFMAX.Close_SmoothDer Derivative of Smoothed
968 LFMAX.Volume_YoY Year over Year
969 LFMAX.Volume_YoY4 4 Year over 4 Year
970 LFMAX.Volume_YoY5 5 Year over 5 Year
971 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
972 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
973 LFMAX.Volume_SmoothDer Derivative of Smoothed
974 LFMAX.Volume_Log Log of
975 LFMAX.Volume_mva365 365 Day MA
976 LFMAX.Volume_mva200 200 Day MA
977 LFMAX.Volume_mva050 50 Day MA
981 LFMAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
983 LFMAX.Adjusted_SmoothDer Derivative of Smoothed
993 LCSIX.Open_SmoothDer Derivative of Smoothed
1003 LCSIX.High_SmoothDer Derivative of Smoothed
1013 LCSIX.Low_SmoothDer Derivative of Smoothed
1023 LCSIX.Close_SmoothDer Derivative of Smoothed
1028 LCSIX.Volume_YoY Year over Year
1029 LCSIX.Volume_YoY4 4 Year over 4 Year
1030 LCSIX.Volume_YoY5 5 Year over 5 Year
1031 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1032 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1033 LCSIX.Volume_SmoothDer Derivative of Smoothed
1034 LCSIX.Volume_Log Log of
1035 LCSIX.Volume_mva365 365 Day MA
1036 LCSIX.Volume_mva200 200 Day MA
1037 LCSIX.Volume_mva050 50 Day MA
1043 LCSIX.Adjusted_SmoothDer Derivative of Smoothed
1051 BSV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1052 BSV.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1054 BSV.Open_Log Log of
1055 BSV.Open_mva365 365 Day MA
1061 BSV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1062 BSV.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1064 BSV.High_Log Log of
1065 BSV.High_mva365 365 Day MA
1071 BSV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1072 BSV.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1074 BSV.Low_Log Log of
1075 BSV.Low_mva365 365 Day MA
1081 BSV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1082 BSV.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1084 BSV.Close_Log Log of
1085 BSV.Close_mva365 365 Day MA
1096 BSV.Volume_mva200 200 Day MA
1101 BSV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1102 BSV.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1104 BSV.Adjusted_Log Log of
1105 BSV.Adjusted_mva365 365 Day MA
1106 BSV.Adjusted_mva200 200 Day MA
1107 BSV.Adjusted_mva050 50 Day MA
1111 VBIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1112 VBIRX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1114 VBIRX.Open_Log Log of
1115 VBIRX.Open_mva365 365 Day MA
1121 VBIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1122 VBIRX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1124 VBIRX.High_Log Log of
1125 VBIRX.High_mva365 365 Day MA
1131 VBIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1132 VBIRX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1134 VBIRX.Low_Log Log of
1135 VBIRX.Low_mva365 365 Day MA
1141 VBIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1142 VBIRX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1144 VBIRX.Close_Log Log of
1145 VBIRX.Close_mva365 365 Day MA
1148 VBIRX.Volume_YoY Year over Year
1149 VBIRX.Volume_YoY4 4 Year over 4 Year
1150 VBIRX.Volume_YoY5 5 Year over 5 Year
1151 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1152 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1153 VBIRX.Volume_SmoothDer Derivative of Smoothed
1154 VBIRX.Volume_Log Log of
1155 VBIRX.Volume_mva365 365 Day MA
1156 VBIRX.Volume_mva200 200 Day MA
1157 VBIRX.Volume_mva050 50 Day MA
1161 VBIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1162 VBIRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1164 VBIRX.Adjusted_Log Log of
1165 VBIRX.Adjusted_mva365 365 Day MA
1166 VBIRX.Adjusted_mva200 200 Day MA
1167 VBIRX.Adjusted_mva050 50 Day MA
1172 BIV.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1174 BIV.Open_Log Log of
1182 BIV.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1184 BIV.High_Log Log of
1192 BIV.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1202 BIV.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1212 BIV.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1216 BIV.Volume_mva200 200 Day MA
1221 BIV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1222 BIV.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1224 BIV.Adjusted_Log Log of
1225 BIV.Adjusted_mva365 365 Day MA
1231 VFSUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1235 VFSUX.Open_mva365 365 Day MA
1241 VFSUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1245 VFSUX.High_mva365 365 Day MA
1251 VFSUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1255 VFSUX.Low_mva365 365 Day MA
1261 VFSUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1265 VFSUX.Close_mva365 365 Day MA
1268 VFSUX.Volume_YoY Year over Year
1269 VFSUX.Volume_YoY4 4 Year over 4 Year
1270 VFSUX.Volume_YoY5 5 Year over 5 Year
1271 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1272 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1273 VFSUX.Volume_SmoothDer Derivative of Smoothed
1274 VFSUX.Volume_Log Log of
1275 VFSUX.Volume_mva365 365 Day MA
1276 VFSUX.Volume_mva200 200 Day MA
1277 VFSUX.Volume_mva050 50 Day MA
1281 VFSUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1285 VFSUX.Adjusted_mva365 365 Day MA
1286 VFSUX.Adjusted_mva200 200 Day MA
1287 VFSUX.Adjusted_mva050 50 Day MA
1291 LTUIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1292 LTUIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1294 LTUIX.Open_Log Log of
1295 LTUIX.Open_mva365 365 Day MA
1301 LTUIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1302 LTUIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1304 LTUIX.High_Log Log of
1305 LTUIX.High_mva365 365 Day MA
1311 LTUIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1312 LTUIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1314 LTUIX.Low_Log Log of
1315 LTUIX.Low_mva365 365 Day MA
1321 LTUIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1322 LTUIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1324 LTUIX.Close_Log Log of
1325 LTUIX.Close_mva365 365 Day MA
1328 LTUIX.Volume_YoY Year over Year
1329 LTUIX.Volume_YoY4 4 Year over 4 Year
1330 LTUIX.Volume_YoY5 5 Year over 5 Year
1331 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1332 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1333 LTUIX.Volume_SmoothDer Derivative of Smoothed
1334 LTUIX.Volume_Log Log of
1335 LTUIX.Volume_mva365 365 Day MA
1336 LTUIX.Volume_mva200 200 Day MA
1337 LTUIX.Volume_mva050 50 Day MA
1341 LTUIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1342 LTUIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1344 LTUIX.Adjusted_Log Log of
1345 LTUIX.Adjusted_mva365 365 Day MA
1346 LTUIX.Adjusted_mva200 200 Day MA
1347 LTUIX.Adjusted_mva050 50 Day MA
1351 PTTPX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1354 PTTPX.Open_Log Log of
1355 PTTPX.Open_mva365 365 Day MA
1361 PTTPX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1364 PTTPX.High_Log Log of
1365 PTTPX.High_mva365 365 Day MA
1371 PTTPX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1374 PTTPX.Low_Log Log of
1375 PTTPX.Low_mva365 365 Day MA
1381 PTTPX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1384 PTTPX.Close_Log Log of
1385 PTTPX.Close_mva365 365 Day MA
1388 PTTPX.Volume_YoY Year over Year
1389 PTTPX.Volume_YoY4 4 Year over 4 Year
1390 PTTPX.Volume_YoY5 5 Year over 5 Year
1391 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1392 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1393 PTTPX.Volume_SmoothDer Derivative of Smoothed
1394 PTTPX.Volume_Log Log of
1395 PTTPX.Volume_mva365 365 Day MA
1396 PTTPX.Volume_mva200 200 Day MA
1397 PTTPX.Volume_mva050 50 Day MA
1401 PTTPX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1404 PTTPX.Adjusted_Log Log of
1405 PTTPX.Adjusted_mva365 365 Day MA
1406 PTTPX.Adjusted_mva200 200 Day MA
1407 PTTPX.Adjusted_mva050 50 Day MA
1448 NERYX.Volume_YoY Year over Year
1449 NERYX.Volume_YoY4 4 Year over 4 Year
1450 NERYX.Volume_YoY5 5 Year over 5 Year
1451 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1452 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1453 NERYX.Volume_SmoothDer Derivative of Smoothed
1454 NERYX.Volume_Log Log of
1455 NERYX.Volume_mva365 365 Day MA
1456 NERYX.Volume_mva200 200 Day MA
1457 NERYX.Volume_mva050 50 Day MA
1461 NERYX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1465 NERYX.Adjusted_mva365 365 Day MA
1508 STIGX.Volume_YoY Year over Year
1509 STIGX.Volume_YoY4 4 Year over 4 Year
1510 STIGX.Volume_YoY5 5 Year over 5 Year
1511 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1512 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1513 STIGX.Volume_SmoothDer Derivative of Smoothed
1514 STIGX.Volume_Log Log of
1515 STIGX.Volume_mva365 365 Day MA
1516 STIGX.Volume_mva200 200 Day MA
1517 STIGX.Volume_mva050 50 Day MA
1521 STIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1524 STIGX.Adjusted_Log Log of
1525 STIGX.Adjusted_mva365 365 Day MA
1531 HLGAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1532 HLGAX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1534 HLGAX.Open_Log Log of
1535 HLGAX.Open_mva365 365 Day MA
1541 HLGAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1542 HLGAX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1544 HLGAX.High_Log Log of
1545 HLGAX.High_mva365 365 Day MA
1551 HLGAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1552 HLGAX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1554 HLGAX.Low_Log Log of
1555 HLGAX.Low_mva365 365 Day MA
1561 HLGAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1562 HLGAX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1564 HLGAX.Close_Log Log of
1565 HLGAX.Close_mva365 365 Day MA
1568 HLGAX.Volume_YoY Year over Year
1569 HLGAX.Volume_YoY4 4 Year over 4 Year
1570 HLGAX.Volume_YoY5 5 Year over 5 Year
1571 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1572 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1573 HLGAX.Volume_SmoothDer Derivative of Smoothed
1574 HLGAX.Volume_Log Log of
1575 HLGAX.Volume_mva365 365 Day MA
1576 HLGAX.Volume_mva200 200 Day MA
1577 HLGAX.Volume_mva050 50 Day MA
1581 HLGAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1582 HLGAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1584 HLGAX.Adjusted_Log Log of
1585 HLGAX.Adjusted_mva365 365 Day MA
1592 FTRGX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1594 FTRGX.Open_Log Log of
1602 FTRGX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1604 FTRGX.High_Log Log of
1612 FTRGX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1614 FTRGX.Low_Log Log of
1622 FTRGX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1624 FTRGX.Close_Log Log of
1628 FTRGX.Volume_YoY Year over Year
1629 FTRGX.Volume_YoY4 4 Year over 4 Year
1630 FTRGX.Volume_YoY5 5 Year over 5 Year
1631 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1632 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1633 FTRGX.Volume_SmoothDer Derivative of Smoothed
1634 FTRGX.Volume_Log Log of
1635 FTRGX.Volume_mva365 365 Day MA
1636 FTRGX.Volume_mva200 200 Day MA
1637 FTRGX.Volume_mva050 50 Day MA
1641 FTRGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1642 FTRGX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1644 FTRGX.Adjusted_Log Log of
1645 FTRGX.Adjusted_mva365 365 Day MA
1651 THIIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1652 THIIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1655 THIIX.Open_mva365 365 Day MA
1661 THIIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1662 THIIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1665 THIIX.High_mva365 365 Day MA
1671 THIIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1672 THIIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1675 THIIX.Low_mva365 365 Day MA
1681 THIIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1682 THIIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1685 THIIX.Close_mva365 365 Day MA
1688 THIIX.Volume_YoY Year over Year
1689 THIIX.Volume_YoY4 4 Year over 4 Year
1690 THIIX.Volume_YoY5 5 Year over 5 Year
1691 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1692 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1693 THIIX.Volume_SmoothDer Derivative of Smoothed
1694 THIIX.Volume_Log Log of
1695 THIIX.Volume_mva365 365 Day MA
1696 THIIX.Volume_mva200 200 Day MA
1697 THIIX.Volume_mva050 50 Day MA
1701 THIIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1702 THIIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1705 THIIX.Adjusted_mva365 365 Day MA
1706 THIIX.Adjusted_mva200 200 Day MA
1707 THIIX.Adjusted_mva050 50 Day MA
1711 PTTRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1714 PTTRX.Open_Log Log of
1715 PTTRX.Open_mva365 365 Day MA
1721 PTTRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1724 PTTRX.High_Log Log of
1725 PTTRX.High_mva365 365 Day MA
1731 PTTRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1734 PTTRX.Low_Log Log of
1735 PTTRX.Low_mva365 365 Day MA
1741 PTTRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1744 PTTRX.Close_Log Log of
1745 PTTRX.Close_mva365 365 Day MA
1748 PTTRX.Volume_YoY Year over Year
1749 PTTRX.Volume_YoY4 4 Year over 4 Year
1750 PTTRX.Volume_YoY5 5 Year over 5 Year
1751 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1752 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1753 PTTRX.Volume_SmoothDer Derivative of Smoothed
1754 PTTRX.Volume_Log Log of
1755 PTTRX.Volume_mva365 365 Day MA
1756 PTTRX.Volume_mva200 200 Day MA
1757 PTTRX.Volume_mva050 50 Day MA
1761 PTTRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1764 PTTRX.Adjusted_Log Log of
1765 PTTRX.Adjusted_mva365 365 Day MA
1766 PTTRX.Adjusted_mva200 200 Day MA
1767 PTTRX.Adjusted_mva050 50 Day MA
1771 BFIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1775 BFIGX.Open_mva365 365 Day MA
1781 BFIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1785 BFIGX.High_mva365 365 Day MA
1791 BFIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1795 BFIGX.Low_mva365 365 Day MA
1801 BFIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1805 BFIGX.Close_mva365 365 Day MA
1808 BFIGX.Volume_YoY Year over Year
1809 BFIGX.Volume_YoY4 4 Year over 4 Year
1810 BFIGX.Volume_YoY5 5 Year over 5 Year
1811 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1812 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1813 BFIGX.Volume_SmoothDer Derivative of Smoothed
1814 BFIGX.Volume_Log Log of
1815 BFIGX.Volume_mva365 365 Day MA
1816 BFIGX.Volume_mva200 200 Day MA
1817 BFIGX.Volume_mva050 50 Day MA
1821 BFIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1825 BFIGX.Adjusted_mva365 365 Day MA
1826 BFIGX.Adjusted_mva200 200 Day MA
1827 BFIGX.Adjusted_mva050 50 Day MA
1871 VTWO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1872 VTWO.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1873 VTWO.Volume_SmoothDer Derivative of Smoothed
1928 EIFAX.Volume_YoY Year over Year
1929 EIFAX.Volume_YoY4 4 Year over 4 Year
1930 EIFAX.Volume_YoY5 5 Year over 5 Year
1931 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1932 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1933 EIFAX.Volume_SmoothDer Derivative of Smoothed
1934 EIFAX.Volume_Log Log of
1935 EIFAX.Volume_mva365 365 Day MA
1936 EIFAX.Volume_mva200 200 Day MA
1937 EIFAX.Volume_mva050 50 Day MA
1945 EIFAX.Adjusted_mva365 365 Day MA
1946 EIFAX.Adjusted_mva200 200 Day MA
1951 ASDAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1952 ASDAX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1954 ASDAX.Open_Log Log of
1955 ASDAX.Open_mva365 365 Day MA
1961 ASDAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1962 ASDAX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1964 ASDAX.High_Log Log of
1965 ASDAX.High_mva365 365 Day MA
1971 ASDAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1972 ASDAX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1974 ASDAX.Low_Log Log of
1975 ASDAX.Low_mva365 365 Day MA
1981 ASDAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1982 ASDAX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1984 ASDAX.Close_Log Log of
1985 ASDAX.Close_mva365 365 Day MA
1988 ASDAX.Volume_YoY Year over Year
1989 ASDAX.Volume_YoY4 4 Year over 4 Year
1990 ASDAX.Volume_YoY5 5 Year over 5 Year
1991 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1992 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1993 ASDAX.Volume_SmoothDer Derivative of Smoothed
1994 ASDAX.Volume_Log Log of
1995 ASDAX.Volume_mva365 365 Day MA
1996 ASDAX.Volume_mva200 200 Day MA
1997 ASDAX.Volume_mva050 50 Day MA
1999 ASDAX.Adjusted_YoY4 4 Year over 4 Year
2001 ASDAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2002 ASDAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2004 ASDAX.Adjusted_Log Log of
2005 ASDAX.Adjusted_mva365 365 Day MA
2006 ASDAX.Adjusted_mva200 200 Day MA
2007 ASDAX.Adjusted_mva050 50 Day MA
2014 TRBUX.Open_Log Log of
2015 TRBUX.Open_mva365 365 Day MA
2024 TRBUX.High_Log Log of
2025 TRBUX.High_mva365 365 Day MA
2034 TRBUX.Low_Log Log of
2035 TRBUX.Low_mva365 365 Day MA
2044 TRBUX.Close_Log Log of
2045 TRBUX.Close_mva365 365 Day MA
2048 TRBUX.Volume_YoY Year over Year
2049 TRBUX.Volume_YoY4 4 Year over 4 Year
2050 TRBUX.Volume_YoY5 5 Year over 5 Year
2051 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2052 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2053 TRBUX.Volume_SmoothDer Derivative of Smoothed
2054 TRBUX.Volume_Log Log of
2055 TRBUX.Volume_mva365 365 Day MA
2056 TRBUX.Volume_mva200 200 Day MA
2057 TRBUX.Volume_mva050 50 Day MA
2061 TRBUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2064 TRBUX.Adjusted_Log Log of
2065 TRBUX.Adjusted_mva365 365 Day MA
2066 TRBUX.Adjusted_mva200 200 Day MA
2067 TRBUX.Adjusted_mva050 50 Day MA
2108 PRVIX.Volume_YoY Year over Year
2109 PRVIX.Volume_YoY4 4 Year over 4 Year
2110 PRVIX.Volume_YoY5 5 Year over 5 Year
2111 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2112 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2113 PRVIX.Volume_SmoothDer Derivative of Smoothed
2114 PRVIX.Volume_Log Log of
2115 PRVIX.Volume_mva365 365 Day MA
2116 PRVIX.Volume_mva200 200 Day MA
2117 PRVIX.Volume_mva050 50 Day MA
2168 PRWCX.Volume_YoY Year over Year
2169 PRWCX.Volume_YoY4 4 Year over 4 Year
2170 PRWCX.Volume_YoY5 5 Year over 5 Year
2171 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2172 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2173 PRWCX.Volume_SmoothDer Derivative of Smoothed
2174 PRWCX.Volume_Log Log of
2175 PRWCX.Volume_mva365 365 Day MA
2176 PRWCX.Volume_mva200 200 Day MA
2177 PRWCX.Volume_mva050 50 Day MA
2185 PRWCX.Adjusted_mva365 365 Day MA
2195 ADOZX.Open_mva365 365 Day MA
2205 ADOZX.High_mva365 365 Day MA
2215 ADOZX.Low_mva365 365 Day MA
2225 ADOZX.Close_mva365 365 Day MA
2228 ADOZX.Volume_YoY Year over Year
2229 ADOZX.Volume_YoY4 4 Year over 4 Year
2230 ADOZX.Volume_YoY5 5 Year over 5 Year
2231 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2232 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2233 ADOZX.Volume_SmoothDer Derivative of Smoothed
2234 ADOZX.Volume_Log Log of
2235 ADOZX.Volume_mva365 365 Day MA
2236 ADOZX.Volume_mva200 200 Day MA
2237 ADOZX.Volume_mva050 50 Day MA
2245 ADOZX.Adjusted_mva365 365 Day MA
2255 MERFX.Open_mva365 365 Day MA
2265 MERFX.High_mva365 365 Day MA
2275 MERFX.Low_mva365 365 Day MA
2285 MERFX.Close_mva365 365 Day MA
2288 MERFX.Volume_YoY Year over Year
2289 MERFX.Volume_YoY4 4 Year over 4 Year
2290 MERFX.Volume_YoY5 5 Year over 5 Year
2291 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2292 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2293 MERFX.Volume_SmoothDer Derivative of Smoothed
2294 MERFX.Volume_Log Log of
2295 MERFX.Volume_mva365 365 Day MA
2296 MERFX.Volume_mva200 200 Day MA
2297 MERFX.Volume_mva050 50 Day MA
2301 MERFX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2303 MERFX.Adjusted_SmoothDer Derivative of Smoothed
2305 MERFX.Adjusted_mva365 365 Day MA
2306 MERFX.Adjusted_mva200 200 Day MA
2307 MERFX.Adjusted_mva050 50 Day MA
2315 CMNIX.Open_mva365 365 Day MA
2316 CMNIX.Open_mva200 200 Day MA
2325 CMNIX.High_mva365 365 Day MA
2326 CMNIX.High_mva200 200 Day MA
2335 CMNIX.Low_mva365 365 Day MA
2336 CMNIX.Low_mva200 200 Day MA
2345 CMNIX.Close_mva365 365 Day MA
2346 CMNIX.Close_mva200 200 Day MA
2348 CMNIX.Volume_YoY Year over Year
2349 CMNIX.Volume_YoY4 4 Year over 4 Year
2350 CMNIX.Volume_YoY5 5 Year over 5 Year
2351 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2352 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2353 CMNIX.Volume_SmoothDer Derivative of Smoothed
2354 CMNIX.Volume_Log Log of
2355 CMNIX.Volume_mva365 365 Day MA
2356 CMNIX.Volume_mva200 200 Day MA
2357 CMNIX.Volume_mva050 50 Day MA
2361 CMNIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2365 CMNIX.Adjusted_mva365 365 Day MA
2366 CMNIX.Adjusted_mva200 200 Day MA
2375 CIHEX.Open_mva365 365 Day MA
2385 CIHEX.High_mva365 365 Day MA
2395 CIHEX.Low_mva365 365 Day MA
2405 CIHEX.Close_mva365 365 Day MA
2408 CIHEX.Volume_YoY Year over Year
2409 CIHEX.Volume_YoY4 4 Year over 4 Year
2410 CIHEX.Volume_YoY5 5 Year over 5 Year
2411 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2412 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2413 CIHEX.Volume_SmoothDer Derivative of Smoothed
2414 CIHEX.Volume_Log Log of
2415 CIHEX.Volume_mva365 365 Day MA
2416 CIHEX.Volume_mva200 200 Day MA
2417 CIHEX.Volume_mva050 50 Day MA
2425 CIHEX.Adjusted_mva365 365 Day MA
2450 IMPMX_YoY5 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 5 Year over 5 Year
2453 IMPMX_SmoothDer Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2460 EXPMX_YoY5 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 5 Year over 5 Year
2463 EXPMX_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2471 HSN1FNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA)
2473 HSN1FNSA_SmoothDer Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA)
2474 HSN1FNSA_Log Log of New One Family Houses Sold: United States (Monthly, NSA)
2477 HSN1FNSA_mva050 New One Family Houses Sold: United States (Monthly, NSA) 50 Day MA
2480 HNFSUSNSA_YoY5 New One Family Houses for Sale in the United States (Monthly, NSA) 5 Year over 5 Year
2485 HNFSUSNSA_mva365 New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2489 BUSLOANS_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2495 BUSLOANS_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2505 TOTCI_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506 TOTCI_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2513 BUSLOANSNSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2515 BUSLOANSNSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2516 BUSLOANSNSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2517 BUSLOANSNSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2519 REALLNNSA_YoY4 Real Estate Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2525 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2529 REALLN_YoY4 Real Estate Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2531 REALLN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
2533 REALLN_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA)
2534 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2535 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2537 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2545 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2551 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2553 RELACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2554 RELACBW027SBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, SA)
2555 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2559 RREACBM027NBOG_YoY4 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2565 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2569 RREACBM027SBOG_YoY4 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2571 RREACBM027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2573 RREACBM027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2574 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2581 RREACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2583 RREACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2584 RREACBW027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2585 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2587 RREACBW027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2595 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2603 MORTGAGE30US_SmoothDer Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States
2610 CONSUMERNSA_YoY5 Consumer Loans, All Commercial Banks 5 Year over 5 Year
2615 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2616 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
2619 TOTLLNSA_YoY4 Loans and Leases in Bank Credit, All Commercial Banks 4 Year over 4 Year
2621 TOTLLNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2625 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627 TOTLLNSA_mva050 Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2631 DPSACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Deposits, All Commercial Banks
2633 DPSACBW027SBOG_SmoothDer Derivative of Smoothed Deposits, All Commercial Banks
2634 DPSACBW027SBOG_Log Log of Deposits, All Commercial Banks
2635 DPSACBW027SBOG_mva365 Deposits, All Commercial Banks 365 Day MA
2636 DPSACBW027SBOG_mva200 Deposits, All Commercial Banks 200 Day MA
2637 DPSACBW027SBOG_mva050 Deposits, All Commercial Banks 50 Day MA
2639 DRCLACBS_YoY4 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year
2640 DRCLACBS_YoY5 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 5 Year over 5 Year
2643 DRCLACBS_SmoothDer Derivative of Smoothed Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2644 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2651 TOTCINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2653 TOTCINSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2655 TOTCINSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2656 TOTCINSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2657 TOTCINSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2661 SRPSABSNNCB_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2664 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2665 SRPSABSNNCB_mva365 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 365 Day MA
2674 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2675 ASTLL_mva365 All sectors; total loans; liability, Level (NSA) 365 Day MA
2676 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2677 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2679 FBDILNECA_YoY4 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 4 Year over 4 Year
2684 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685 FBDILNECA_mva365 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2691 ASOLAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA)
2694 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2695 ASOLAL_mva365 All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2704 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2705 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2715 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2734 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2735 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2745 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2751 CCLBSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2753 CCLBSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2754 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2761 FBDSILQ027S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors debt securities; liability, Level (NSA)
2764 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765 FBDSILQ027S_mva365 Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2771 FBLL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors loans; liability, Level (NSA)
2774 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2775 FBLL_mva365 Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2781 NCBDBIQ027S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level
2784 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2785 NCBDBIQ027S_mva365 Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2793 DGS10_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2796 DGS10_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2803 TNX.Open_SmoothDer Derivative of Smoothed
2806 TNX.Open_mva200 200 Day MA
2813 TNX.High_SmoothDer Derivative of Smoothed
2816 TNX.High_mva200 200 Day MA
2823 TNX.Low_SmoothDer Derivative of Smoothed
2826 TNX.Low_mva200 200 Day MA
2833 TNX.Close_SmoothDer Derivative of Smoothed
2836 TNX.Close_mva200 200 Day MA
2838 TNX.Volume_YoY Year over Year
2839 TNX.Volume_YoY4 4 Year over 4 Year
2840 TNX.Volume_YoY5 5 Year over 5 Year
2841 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2842 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2843 TNX.Volume_SmoothDer Derivative of Smoothed
2844 TNX.Volume_Log Log of
2845 TNX.Volume_mva365 365 Day MA
2846 TNX.Volume_mva200 200 Day MA
2847 TNX.Volume_mva050 50 Day MA
2853 TNX.Adjusted_SmoothDer Derivative of Smoothed
2856 TNX.Adjusted_mva200 200 Day MA
2863 CLF.Open_SmoothDer Derivative of Smoothed
2864 CLF.Open_Log Log of
2873 CLF.High_SmoothDer Derivative of Smoothed
2883 CLF.Low_SmoothDer Derivative of Smoothed
2884 CLF.Low_Log Log of
2893 CLF.Close_SmoothDer Derivative of Smoothed
2894 CLF.Close_Log Log of
2902 CLF.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2904 CLF.Volume_Log Log of
2913 CLF.Adjusted_SmoothDer Derivative of Smoothed
2914 CLF.Adjusted_Log Log of
2923 DGS30_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2926 DGS30_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2929 DGS1_YoY4 1-Year Treasury Constant Maturity Rate 4 Year over 4 Year
2933 DGS1_SmoothDer Derivative of Smoothed 1-Year Treasury Constant Maturity Rate
2943 DGS2_SmoothDer Derivative of Smoothed 2-Year Treasury Constant Maturity Rate
2949 TB3MS_YoY4 3-Month Treasury Bill: Secondary Market Rate (Monthly) 4 Year over 4 Year
2950 TB3MS_YoY5 3-Month Treasury Bill: Secondary Market Rate (Monthly) 5 Year over 5 Year
2953 TB3MS_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2963 DTB3_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
2964 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2973 IRX.Open_SmoothDer Derivative of Smoothed
2974 IRX.Open_Log Log of
2983 IRX.High_SmoothDer Derivative of Smoothed
2984 IRX.High_Log Log of
2993 IRX.Low_SmoothDer Derivative of Smoothed
2994 IRX.Low_Log Log of
3003 IRX.Close_SmoothDer Derivative of Smoothed
3004 IRX.Close_Log Log of
3008 IRX.Volume_YoY Year over Year
3009 IRX.Volume_YoY4 4 Year over 4 Year
3010 IRX.Volume_YoY5 5 Year over 5 Year
3011 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3012 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3013 IRX.Volume_SmoothDer Derivative of Smoothed
3014 IRX.Volume_Log Log of
3015 IRX.Volume_mva365 365 Day MA
3016 IRX.Volume_mva200 200 Day MA
3017 IRX.Volume_mva050 50 Day MA
3023 IRX.Adjusted_SmoothDer Derivative of Smoothed
3024 IRX.Adjusted_Log Log of
3033 DCOILWTICO_SmoothDer Derivative of Smoothed Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3034 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3043 DCOILBRENTEU_SmoothDer Derivative of Smoothed Crude Oil Prices: Brent - Europe
3055 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3061 ALTSALES_Smooth Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks
3063 ALTSALES_SmoothDer Derivative of Smoothed Light Weight Vehicle Sales: Autos and Light Trucks
3064 ALTSALES_Log Log of Light Weight Vehicle Sales: Autos and Light Trucks
3065 ALTSALES_mva365 Light Weight Vehicle Sales: Autos and Light Trucks 365 Day MA
3066 ALTSALES_mva200 Light Weight Vehicle Sales: Autos and Light Trucks 200 Day MA
3067 ALTSALES_mva050 Light Weight Vehicle Sales: Autos and Light Trucks 50 Day MA
3069 ICSA_YoY4 Initial Jobless Claims 4 Year over 4 Year
3071 ICSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Initial Jobless Claims
3075 ICSA_mva365 Initial Jobless Claims 365 Day MA
3085 GSPC.Open_mva365 365 Day MA
3095 GSPC.High_mva365 365 Day MA
3119 GSPC.Volume_YoY4 4 Year over 4 Year
3121 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3122 GSPC.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3123 GSPC.Volume_SmoothDer Derivative of Smoothed
3125 GSPC.Volume_mva365 365 Day MA
3126 GSPC.Volume_mva200 200 Day MA
3127 GSPC.Volume_mva050 50 Day MA
3178 FXAIX.Volume_YoY Year over Year
3179 FXAIX.Volume_YoY4 4 Year over 4 Year
3180 FXAIX.Volume_YoY5 5 Year over 5 Year
3181 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3182 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3183 FXAIX.Volume_SmoothDer Derivative of Smoothed
3184 FXAIX.Volume_Log Log of
3185 FXAIX.Volume_mva365 365 Day MA
3186 FXAIX.Volume_mva200 200 Day MA
3187 FXAIX.Volume_mva050 50 Day MA
3201 FTIHX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3211 FTIHX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3221 FTIHX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3231 FTIHX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3238 FTIHX.Volume_YoY Year over Year
3239 FTIHX.Volume_YoY4 4 Year over 4 Year
3240 FTIHX.Volume_YoY5 5 Year over 5 Year
3241 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3242 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3243 FTIHX.Volume_SmoothDer Derivative of Smoothed
3244 FTIHX.Volume_Log Log of
3245 FTIHX.Volume_mva365 365 Day MA
3246 FTIHX.Volume_mva200 200 Day MA
3247 FTIHX.Volume_mva050 50 Day MA
3251 FTIHX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3253 FTIHX.Adjusted_SmoothDer Derivative of Smoothed
3261 MDIZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3265 MDIZX.Open_mva365 365 Day MA
3271 MDIZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3275 MDIZX.High_mva365 365 Day MA
3281 MDIZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3285 MDIZX.Low_mva365 365 Day MA
3291 MDIZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3295 MDIZX.Close_mva365 365 Day MA
3298 MDIZX.Volume_YoY Year over Year
3299 MDIZX.Volume_YoY4 4 Year over 4 Year
3300 MDIZX.Volume_YoY5 5 Year over 5 Year
3301 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3302 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3303 MDIZX.Volume_SmoothDer Derivative of Smoothed
3304 MDIZX.Volume_Log Log of
3305 MDIZX.Volume_mva365 365 Day MA
3306 MDIZX.Volume_mva200 200 Day MA
3307 MDIZX.Volume_mva050 50 Day MA
3311 MDIZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3313 MDIZX.Adjusted_SmoothDer Derivative of Smoothed
3315 MDIZX.Adjusted_mva365 365 Day MA
3325 DODIX.Open_mva365 365 Day MA
3335 DODIX.High_mva365 365 Day MA
3345 DODIX.Low_mva365 365 Day MA
3355 DODIX.Close_mva365 365 Day MA
3358 DODIX.Volume_YoY Year over Year
3359 DODIX.Volume_YoY4 4 Year over 4 Year
3360 DODIX.Volume_YoY5 5 Year over 5 Year
3361 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3362 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3363 DODIX.Volume_SmoothDer Derivative of Smoothed
3364 DODIX.Volume_Log Log of
3365 DODIX.Volume_mva365 365 Day MA
3366 DODIX.Volume_mva200 200 Day MA
3367 DODIX.Volume_mva050 50 Day MA
3371 DODIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3374 DODIX.Adjusted_Log Log of
3375 DODIX.Adjusted_mva365 365 Day MA
3385 RLG.Open_mva365 365 Day MA
3395 RLG.High_mva365 365 Day MA
3418 RLG.Volume_YoY Year over Year
3419 RLG.Volume_YoY4 4 Year over 4 Year
3420 RLG.Volume_YoY5 5 Year over 5 Year
3421 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3422 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3423 RLG.Volume_SmoothDer Derivative of Smoothed
3424 RLG.Volume_Log Log of
3425 RLG.Volume_mva365 365 Day MA
3426 RLG.Volume_mva200 200 Day MA
3427 RLG.Volume_mva050 50 Day MA
3445 DJI.Open_mva365 365 Day MA
3455 DJI.High_mva365 365 Day MA
3481 DJI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3482 DJI.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3483 DJI.Volume_SmoothDer Derivative of Smoothed
3484 DJI.Volume_Log Log of
3485 DJI.Volume_mva365 365 Day MA
3486 DJI.Volume_mva200 200 Day MA
3487 DJI.Volume_mva050 50 Day MA
3501 STOXX50E.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3503 STOXX50E.Open_SmoothDer Derivative of Smoothed
3505 STOXX50E.Open_mva365 365 Day MA
3506 STOXX50E.Open_mva200 200 Day MA
3511 STOXX50E.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3513 STOXX50E.High_SmoothDer Derivative of Smoothed
3515 STOXX50E.High_mva365 365 Day MA
3516 STOXX50E.High_mva200 200 Day MA
3521 STOXX50E.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3523 STOXX50E.Low_SmoothDer Derivative of Smoothed
3531 STOXX50E.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3533 STOXX50E.Close_SmoothDer Derivative of Smoothed
3541 STOXX50E.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3542 STOXX50E.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3543 STOXX50E.Volume_SmoothDer Derivative of Smoothed
3544 STOXX50E.Volume_Log Log of
3546 STOXX50E.Volume_mva200 200 Day MA
3547 STOXX50E.Volume_mva050 50 Day MA
3551 STOXX50E.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3553 STOXX50E.Adjusted_SmoothDer Derivative of Smoothed
3561 EFA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3563 EFA.Open_SmoothDer Derivative of Smoothed
3571 EFA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3573 EFA.High_SmoothDer Derivative of Smoothed
3581 EFA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3583 EFA.Low_SmoothDer Derivative of Smoothed
3591 EFA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3593 EFA.Close_SmoothDer Derivative of Smoothed
3598 EFA.Volume_YoY Year over Year
3601 EFA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3602 EFA.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3603 EFA.Volume_SmoothDer Derivative of Smoothed
3604 EFA.Volume_Log Log of
3606 EFA.Volume_mva200 200 Day MA
3607 EFA.Volume_mva050 50 Day MA
3611 EFA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3613 EFA.Adjusted_SmoothDer Derivative of Smoothed
3624 GDP_Log Log of Gross Domestic Product
3625 GDP_mva365 Gross Domestic Product 365 Day MA
3626 GDP_mva200 Gross Domestic Product 200 Day MA
3627 GDP_mva050 Gross Domestic Product 50 Day MA
3634 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3635 FNDEFX_mva365 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3636 FNDEFX_mva200 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3637 FNDEFX_mva050 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3644 FDEFX_Log Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3646 FDEFX_mva200 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3647 FDEFX_mva050 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3654 GDPNOW_Log Log of Fed Atlanta GDPNow
3664 GDPC1_Log Log of Real Gross Domestic Product
3665 GDPC1_mva365 Real Gross Domestic Product 365 Day MA
3666 GDPC1_mva200 Real Gross Domestic Product 200 Day MA
3667 GDPC1_mva050 Real Gross Domestic Product 50 Day MA
3674 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3675 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3685 VIG.Open_mva365 365 Day MA
3695 VIG.High_mva365 365 Day MA
3719 VIG.Volume_YoY4 4 Year over 4 Year
3721 VIG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3722 VIG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3723 VIG.Volume_SmoothDer Derivative of Smoothed
3724 VIG.Volume_Log Log of
3726 VIG.Volume_mva200 200 Day MA
3727 VIG.Volume_mva050 50 Day MA
3735 VIG.Adjusted_mva365 365 Day MA
3749 FEDFUNDS_YoY4 Effective Federal Funds Rate 4 Year over 4 Year
3750 FEDFUNDS_YoY5 Effective Federal Funds Rate 5 Year over 5 Year
3753 FEDFUNDS_SmoothDer Derivative of Smoothed Effective Federal Funds Rate
3761 GPDI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gross Private Domestic Investment
3763 GPDI_SmoothDer Derivative of Smoothed Gross Private Domestic Investment
3764 GPDI_Log Log of Gross Private Domestic Investment
3771 W790RC1Q027SBEA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Net domestic investment: Private: Domestic busines
3773 W790RC1Q027SBEA_SmoothDer Derivative of Smoothed Net domestic investment: Private: Domestic busines
3774 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3778 MZMV_YoY Velocity of MZM Money Stock Year over Year
3779 MZMV_YoY4 Velocity of MZM Money Stock 4 Year over 4 Year
3784 MZMV_Log Log of Velocity of MZM Money Stock
3785 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3786 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3787 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3788 M1_YoY M1 Money Stock Year over Year
3794 M1_Log Log of M1 Money Stock
3795 M1_mva365 M1 Money Stock 365 Day MA
3796 M1_mva200 M1 Money Stock 200 Day MA
3797 M1_mva050 M1 Money Stock 50 Day MA
3798 M2_YoY M2 Money Stock Year over Year
3804 M2_Log Log of M2 Money Stock
3805 M2_mva365 M2 Money Stock 365 Day MA
3806 M2_mva200 M2 Money Stock 200 Day MA
3807 M2_mva050 M2 Money Stock 50 Day MA
3814 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3815 OPHNFB_mva365 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 365 Day MA
3816 OPHNFB_mva200 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 200 Day MA
3817 OPHNFB_mva050 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 50 Day MA
3821 IPMAN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS)
3823 IPMAN_SmoothDer Derivative of Smoothed Industrial Production: Manufacturing (NAICS)
3824 IPMAN_Log Log of Industrial Production: Manufacturing (NAICS)
3825 IPMAN_mva365 Industrial Production: Manufacturing (NAICS) 365 Day MA
3826 IPMAN_mva200 Industrial Production: Manufacturing (NAICS) 200 Day MA
3827 IPMAN_mva050 Industrial Production: Manufacturing (NAICS) 50 Day MA
3835 IWD.Open_mva365 365 Day MA
3872 IWD.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3876 IWD.Volume_mva200 200 Day MA
3890 GS5_YoY5 5-Year Treasury Constant Maturity Rate 5 Year over 5 Year
3893 GS5_SmoothDer Derivative of Smoothed 5-Year Treasury Constant Maturity Rate
3896 GS5_mva200 5-Year Treasury Constant Maturity Rate 200 Day MA
3898 PSAVERT_YoY Personal Saving Rate Year over Year
3899 PSAVERT_YoY4 Personal Saving Rate 4 Year over 4 Year
3901 PSAVERT_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Saving Rate
3903 PSAVERT_SmoothDer Derivative of Smoothed Personal Saving Rate
3904 PSAVERT_Log Log of Personal Saving Rate
3907 PSAVERT_mva050 Personal Saving Rate 50 Day MA
3908 VIXCLS_YoY CBOE Volatility Index Year over Year
3909 VIXCLS_YoY4 CBOE Volatility Index 4 Year over 4 Year
3911 VIXCLS_Smooth Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index
3912 VIXCLS_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) CBOE Volatility Index
3913 VIXCLS_SmoothDer Derivative of Smoothed CBOE Volatility Index
3914 VIXCLS_Log Log of CBOE Volatility Index
3915 VIXCLS_mva365 CBOE Volatility Index 365 Day MA
3916 VIXCLS_mva200 CBOE Volatility Index 200 Day MA
3917 VIXCLS_mva050 CBOE Volatility Index 50 Day MA
3919 VXX.Open_YoY4 4 Year over 4 Year
3921 VXX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3922 VXX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3924 VXX.Open_Log Log of
3928 VXX.High_YoY Year over Year
3929 VXX.High_YoY4 4 Year over 4 Year
3931 VXX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3932 VXX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3933 VXX.High_SmoothDer Derivative of Smoothed
3934 VXX.High_Log Log of
3939 VXX.Low_YoY4 4 Year over 4 Year
3941 VXX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3942 VXX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3944 VXX.Low_Log Log of
3948 VXX.Close_YoY Year over Year
3949 VXX.Close_YoY4 4 Year over 4 Year
3951 VXX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3952 VXX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3953 VXX.Close_SmoothDer Derivative of Smoothed
3954 VXX.Close_Log Log of
3961 VXX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3962 VXX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3963 VXX.Volume_SmoothDer Derivative of Smoothed
3964 VXX.Volume_Log Log of
3965 VXX.Volume_mva365 365 Day MA
3966 VXX.Volume_mva200 200 Day MA
3967 VXX.Volume_mva050 50 Day MA
3968 VXX.Adjusted_YoY Year over Year
3969 VXX.Adjusted_YoY4 4 Year over 4 Year
3971 VXX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3972 VXX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3973 VXX.Adjusted_SmoothDer Derivative of Smoothed
3974 VXX.Adjusted_Log Log of
3978 HOUST1F_YoY Privately Owned Housing Starts: 1-Unit Structures Year over Year
3981 HOUST1F_Smooth Savitsky-Golay Smoothed (p=3, n=365) Privately Owned Housing Starts: 1-Unit Structures
3983 HOUST1F_SmoothDer Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures
3984 HOUST1F_Log Log of Privately Owned Housing Starts: 1-Unit Structures
3986 HOUST1F_mva200 Privately Owned Housing Starts: 1-Unit Structures 200 Day MA
3987 HOUST1F_mva050 Privately Owned Housing Starts: 1-Unit Structures 50 Day MA
3994 GFDEBTN_Log Log of Federal Debt: Total Public Debt
3995 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
3996 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
3997 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
4001 HOUST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started, SA
4006 HOUST_mva200 Housing Starts: Total: New Privately Owned Housing Units Started, SA 200 Day MA
4007 HOUST_mva050 Housing Starts: Total: New Privately Owned Housing Units Started, SA 50 Day MA
4011 HOUSTNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4013 HOUSTNSA_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4014 HOUSTNSA_Log Log of Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4018 EXHOSLUSM495S_YoY Existing Home Sales Year over Year
4026 EXHOSLUSM495S_mva200 Existing Home Sales 200 Day MA
4027 EXHOSLUSM495S_mva050 Existing Home Sales 50 Day MA
4034 MSPUS_Log Log of Median Sales Price of Houses Sold for the United States (NSA)
4036 MSPUS_mva200 Median Sales Price of Houses Sold for the United States (NSA) 200 Day MA
4037 MSPUS_mva050 Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4051 DGORDER_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (SA)
4054 DGORDER_Log Log of Manufacturers’ New Orders: Durable Goods (SA)
4055 DGORDER_mva365 Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4056 DGORDER_mva200 Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4057 DGORDER_mva050 Manufacturers’ New Orders: Durable Goods (SA) 50 Day MA
4063 CSUSHPINSA_SmoothDer Derivative of Smoothed S&P/Case-Shiller U.S. National Home Price Index (NSA)
4065 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4069 GFDEGDQ188S_YoY4 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 4 Year over 4 Year
4074 GFDEGDQ188S_Log Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4075 GFDEGDQ188S_mva365 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 365 Day MA
4076 GFDEGDQ188S_mva200 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA
4077 GFDEGDQ188S_mva050 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA
4079 FYFSD_YoY4 Federal Surplus or Deficit 4 Year over 4 Year
4083 FYFSD_SmoothDer Derivative of Smoothed Federal Surplus or Deficit
4084 FYFSD_Log Log of Federal Surplus or Deficit
4089 FYFSGDA188S_YoY4 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 4 Year over 4 Year
4092 FYFSGDA188S_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4094 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4096 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4097 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4101 GDX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4105 GDX.Open_mva365 365 Day MA
4106 GDX.Open_mva200 200 Day MA
4107 GDX.Open_mva050 50 Day MA
4111 GDX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4115 GDX.High_mva365 365 Day MA
4116 GDX.High_mva200 200 Day MA
4117 GDX.High_mva050 50 Day MA
4121 GDX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4125 GDX.Low_mva365 365 Day MA
4126 GDX.Low_mva200 200 Day MA
4127 GDX.Low_mva050 50 Day MA
4131 GDX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4135 GDX.Close_mva365 365 Day MA
4136 GDX.Close_mva200 200 Day MA
4137 GDX.Close_mva050 50 Day MA
4140 GDX.Volume_YoY5 5 Year over 5 Year
4141 GDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4142 GDX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4143 GDX.Volume_SmoothDer Derivative of Smoothed
4144 GDX.Volume_Log Log of
4151 GDX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4155 GDX.Adjusted_mva365 365 Day MA
4156 GDX.Adjusted_mva200 200 Day MA
4157 GDX.Adjusted_mva050 50 Day MA
4163 XLE.Open_SmoothDer Derivative of Smoothed
4173 XLE.High_SmoothDer Derivative of Smoothed
4183 XLE.Low_SmoothDer Derivative of Smoothed
4193 XLE.Close_SmoothDer Derivative of Smoothed
4201 XLE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4202 XLE.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4203 XLE.Volume_SmoothDer Derivative of Smoothed
4204 XLE.Volume_Log Log of
4206 XLE.Volume_mva200 200 Day MA
4207 XLE.Volume_mva050 50 Day MA
4213 XLE.Adjusted_SmoothDer Derivative of Smoothed
4221 GSG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4223 GSG.Open_SmoothDer Derivative of Smoothed
4226 GSG.Open_mva200 200 Day MA
4231 GSG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4233 GSG.High_SmoothDer Derivative of Smoothed
4236 GSG.High_mva200 200 Day MA
4241 GSG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4243 GSG.Low_SmoothDer Derivative of Smoothed
4251 GSG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4253 GSG.Close_SmoothDer Derivative of Smoothed
4256 GSG.Close_mva200 200 Day MA
4261 GSG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4263 GSG.Volume_SmoothDer Derivative of Smoothed
4267 GSG.Volume_mva050 50 Day MA
4271 GSG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4273 GSG.Adjusted_SmoothDer Derivative of Smoothed
4276 GSG.Adjusted_mva200 200 Day MA
4278 WALCL_YoY All Federal Reserve Banks: Total Assets Year over Year
4283 WALCL_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets
4293 OUTMS_SmoothDer Derivative of Smoothed Manufacturing Sector: Real Output
4294 OUTMS_Log Log of Manufacturing Sector: Real Output
4301 MANEMP_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Employees: Manufacturing
4303 MANEMP_SmoothDer Derivative of Smoothed All Employees: Manufacturing
4313 PRS30006163_SmoothDer Derivative of Smoothed Manufacturing Sector: Real Output Per Person
4314 PRS30006163_Log Log of Manufacturing Sector: Real Output Per Person
4317 PRS30006163_mva050 Manufacturing Sector: Real Output Per Person 50 Day MA
4318 BAMLC0A3CA_YoY ICE BofAML US Corporate A Option-Adjusted Spread Year over Year
4319 BAMLC0A3CA_YoY4 ICE BofAML US Corporate A Option-Adjusted Spread 4 Year over 4 Year
4321 BAMLC0A3CA_Smooth Savitsky-Golay Smoothed (p=3, n=365) ICE BofAML US Corporate A Option-Adjusted Spread
4322 BAMLC0A3CA_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) ICE BofAML US Corporate A Option-Adjusted Spread
4323 BAMLC0A3CA_SmoothDer Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread
4324 BAMLC0A3CA_Log Log of ICE BofAML US Corporate A Option-Adjusted Spread
4333 AAA_SmoothDer Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield
4335 AAA_mva365 Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4336 AAA_mva200 Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4343 SOFR_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate
4351 SOFRVOL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4355 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4356 SOFRVOL_mva200 Secured Overnight Financing Volume 200 Day MA
4357 SOFRVOL_mva050 Secured Overnight Financing Volume 50 Day MA
4373 SOFR75_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4383 SOFR25_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4384 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4393 SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4394 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4400 OBFR_YoY5 Overnight Bank Funding Rate 5 Year over 5 Year
4403 OBFR_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate
4410 OBFR99_YoY5 Overnight Bank Funding Rate: 99th Percentile 5 Year over 5 Year
4413 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4420 OBFR75_YoY5 Overnight Bank Funding Rate: 75th Percentile 5 Year over 5 Year
4423 OBFR75_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4433 OBFR25_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4443 OBFR1_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4454 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4458 IOER_YoY Interest Rate on Excess Reserves Year over Year
4459 IOER_YoY4 Interest Rate on Excess Reserves 4 Year over 4 Year
4460 IOER_YoY5 Interest Rate on Excess Reserves 5 Year over 5 Year
4464 IOER_Log Log of Interest Rate on Excess Reserves
4465 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4466 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4467 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4471 WRESBAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks
4473 WRESBAL_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4477 WRESBAL_mva050 Reserve Balances with Federal Reserve Banks 50 Day MA
4478 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4479 EXCSRESNW_YoY4 Excess Reserves of Depository Institutions 4 Year over 4 Year
4484 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4485 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4486 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4487 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4488 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4489 ECBASSETS_YoY4 Central Bank Assets for Euro Area (11-19 Countries) 4 Year over 4 Year
4490 ECBASSETS_YoY5 Central Bank Assets for Euro Area (11-19 Countries) 5 Year over 5 Year
4494 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4495 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4496 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4497 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4504 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4505 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4506 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4507 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4511 CEU0600000007_Smooth Savitsky-Golay Smoothed (p=3, n=365) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4515 CEU0600000007_mva365 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 365 Day MA
4518 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4524 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4525 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4526 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4527 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4535 WCURRNS_mva365 Currency Component of M1 365 Day MA
4536 WCURRNS_mva200 Currency Component of M1 200 Day MA
4541 BOGMBASE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Monetary Base; Total
4543 BOGMBASE_SmoothDer Derivative of Smoothed Monetary Base; Total
4551 PRS88003193_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits
4554 PRS88003193_Log Log of Nonfinancial Corporations Sector: Unit Profits
4555 PRS88003193_mva365 Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4556 PRS88003193_mva200 Nonfinancial Corporations Sector: Unit Profits 200 Day MA
4557 PRS88003193_mva050 Nonfinancial Corporations Sector: Unit Profits 50 Day MA
4561 PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index for All Commodities
4563 PPIACO_SmoothDer Derivative of Smoothed Producer Price Index for All Commodities
4564 PPIACO_Log Log of Producer Price Index for All Commodities
4565 PPIACO_mva365 Producer Price Index for All Commodities 365 Day MA
4566 PPIACO_mva200 Producer Price Index for All Commodities 200 Day MA
4567 PPIACO_mva050 Producer Price Index for All Commodities 50 Day MA
4571 PCUOMFGOMFG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index by Industry: Total Manufacturing Industries
4573 PCUOMFGOMFG_SmoothDer Derivative of Smoothed Producer Price Index by Industry: Total Manufacturing Industries
4574 PCUOMFGOMFG_Log Log of Producer Price Index by Industry: Total Manufacturing Industries
4577 PCUOMFGOMFG_mva050 Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA
4584 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4585 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4590 POPTHM_Log Log of Population (U.S.)
4591 POPTHM_Log Log of Population (U.S.)
4592 POPTHM_mva365 Population (U.S.) 365 Day MA
4593 POPTHM_mva365 Population (U.S.) 365 Day MA
4594 POPTHM_mva200 Population (U.S.) 200 Day MA
4595 POPTHM_mva200 Population (U.S.) 200 Day MA
4596 POPTHM_mva050 Population (U.S.) 50 Day MA
4597 POPTHM_mva050 Population (U.S.) 50 Day MA
4604 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4605 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4610 POPTHM.1_Log Log of
4611 POPTHM.1_Log Log of
4612 POPTHM.1_mva365 365 Day MA
4613 POPTHM.1_mva365 365 Day MA
4614 POPTHM.1_mva200 200 Day MA
4615 POPTHM.1_mva200 200 Day MA
4616 POPTHM.1_mva050 50 Day MA
4617 POPTHM.1_mva050 50 Day MA
4621 CLF16OV_Smooth Savitsky-Golay Smoothed (p=3, n=365) Civilian Labor Force Level, SA
4623 CLF16OV_SmoothDer Derivative of Smoothed Civilian Labor Force Level, SA
4625 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4626 CLF16OV_mva200 Civilian Labor Force Level, SA 200 Day MA
4627 CLF16OV_mva050 Civilian Labor Force Level, SA 50 Day MA
4631 LNU01000000_Smooth Savitsky-Golay Smoothed (p=3, n=365) Civilian Labor Force Level, NSA
4633 LNU01000000_SmoothDer Derivative of Smoothed Civilian Labor Force Level, NSA
4634 LNU01000000_Log Log of Civilian Labor Force Level, NSA
4635 LNU01000000_mva365 Civilian Labor Force Level, NSA 365 Day MA
4636 LNU01000000_mva200 Civilian Labor Force Level, NSA 200 Day MA
4637 LNU01000000_mva050 Civilian Labor Force Level, NSA 50 Day MA
4639 LNU03000000_YoY4 Unemployment Level (NSA) 4 Year over 4 Year
4641 LNU03000000_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA)
4643 LNU03000000_SmoothDer Derivative of Smoothed Unemployment Level (NSA)
4645 LNU03000000_mva365 Unemployment Level (NSA) 365 Day MA
4646 LNU03000000_mva200 Unemployment Level (NSA) 200 Day MA
4649 UNEMPLOY_YoY4 Unemployment Level, seasonally adjusted 4 Year over 4 Year
4651 UNEMPLOY_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted
4655 UNEMPLOY_mva365 Unemployment Level, seasonally adjusted 365 Day MA
4656 UNEMPLOY_mva200 Unemployment Level, seasonally adjusted 200 Day MA
4657 UNEMPLOY_mva050 Unemployment Level, seasonally adjusted 50 Day MA
4665 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4666 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
4671 FRGSHPUSM649NCIS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments
4673 FRGSHPUSM649NCIS_SmoothDer Derivative of Smoothed Cass Freight Index: Shipments
4684 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4690 TERMCBPER24NS_YoY5 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 5 Year over 5 Year
4703 A065RC1A027NBEA_SmoothDer Derivative of Smoothed Personal income (NSA)
4704 A065RC1A027NBEA_Log Log of Personal income (NSA)
4705 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4706 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4707 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4711 PI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal income (SA)
4713 PI_SmoothDer Derivative of Smoothed Personal income (SA)
4714 PI_Log Log of Personal income (SA)
4715 PI_mva365 Personal income (SA) 365 Day MA
4716 PI_mva200 Personal income (SA) 200 Day MA
4717 PI_mva050 Personal income (SA) 50 Day MA
4724 PCE_Log Log of Personal Consumption Expenditures (SA)
4725 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4726 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4727 PCE_mva050 Personal Consumption Expenditures (SA) 50 Day MA
4734 A053RC1Q027SBEA_Log Log of National income: Corporate profits before tax (without IVA and CCAdj)
4735 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4736 A053RC1Q027SBEA_mva200 National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA
4737 A053RC1Q027SBEA_mva050 National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
4744 CPROFIT_Log Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4745 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4746 CPROFIT_mva200 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA
4747 CPROFIT_mva050 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
4755 SPY.Open_mva365 365 Day MA
4765 SPY.High_mva365 365 Day MA
4788 SPY.Volume_YoY Year over Year
4791 SPY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4792 SPY.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4793 SPY.Volume_SmoothDer Derivative of Smoothed
4794 SPY.Volume_Log Log of
4797 SPY.Volume_mva050 50 Day MA
4848 MDY.Volume_YoY Year over Year
4849 MDY.Volume_YoY4 4 Year over 4 Year
4851 MDY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4852 MDY.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4853 MDY.Volume_SmoothDer Derivative of Smoothed
4854 MDY.Volume_Log Log of
4855 MDY.Volume_mva365 365 Day MA
4856 MDY.Volume_mva200 200 Day MA
4857 MDY.Volume_mva050 50 Day MA
4911 EES.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4913 EES.Volume_SmoothDer Derivative of Smoothed
4914 EES.Volume_Log Log of
4916 EES.Volume_mva200 200 Day MA
4968 IJR.Volume_YoY Year over Year
4971 IJR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4972 IJR.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4973 IJR.Volume_SmoothDer Derivative of Smoothed
4974 IJR.Volume_Log Log of
4976 IJR.Volume_mva200 200 Day MA
4977 IJR.Volume_mva050 50 Day MA
5028 VGSTX.Volume_YoY Year over Year
5029 VGSTX.Volume_YoY4 4 Year over 4 Year
5030 VGSTX.Volume_YoY5 5 Year over 5 Year
5031 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5032 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5033 VGSTX.Volume_SmoothDer Derivative of Smoothed
5034 VGSTX.Volume_Log Log of
5035 VGSTX.Volume_mva365 365 Day MA
5036 VGSTX.Volume_mva200 200 Day MA
5037 VGSTX.Volume_mva050 50 Day MA
5088 VFINX.Volume_YoY Year over Year
5089 VFINX.Volume_YoY4 4 Year over 4 Year
5090 VFINX.Volume_YoY5 5 Year over 5 Year
5091 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5092 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5093 VFINX.Volume_SmoothDer Derivative of Smoothed
5094 VFINX.Volume_Log Log of
5095 VFINX.Volume_mva365 365 Day MA
5096 VFINX.Volume_mva200 200 Day MA
5097 VFINX.Volume_mva050 50 Day MA
5151 VOE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5152 VOE.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5153 VOE.Volume_SmoothDer Derivative of Smoothed
5154 VOE.Volume_Log Log of
5156 VOE.Volume_mva200 200 Day MA
5157 VOE.Volume_mva050 50 Day MA
5211 VOT.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5212 VOT.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5213 VOT.Volume_SmoothDer Derivative of Smoothed
5215 VOT.Volume_mva365 365 Day MA
5216 VOT.Volume_mva200 200 Day MA
5217 VOT.Volume_mva050 50 Day MA
5228 TMFGX.Open_YoY Year over Year
5234 TMFGX.Open_Log Log of
5235 TMFGX.Open_mva365 365 Day MA
5236 TMFGX.Open_mva200 200 Day MA
5237 TMFGX.Open_mva050 50 Day MA
5238 TMFGX.High_YoY Year over Year
5244 TMFGX.High_Log Log of
5245 TMFGX.High_mva365 365 Day MA
5246 TMFGX.High_mva200 200 Day MA
5247 TMFGX.High_mva050 50 Day MA
5248 TMFGX.Low_YoY Year over Year
5254 TMFGX.Low_Log Log of
5255 TMFGX.Low_mva365 365 Day MA
5256 TMFGX.Low_mva200 200 Day MA
5257 TMFGX.Low_mva050 50 Day MA
5258 TMFGX.Close_YoY Year over Year
5264 TMFGX.Close_Log Log of
5265 TMFGX.Close_mva365 365 Day MA
5266 TMFGX.Close_mva200 200 Day MA
5267 TMFGX.Close_mva050 50 Day MA
5268 TMFGX.Volume_YoY Year over Year
5269 TMFGX.Volume_YoY4 4 Year over 4 Year
5270 TMFGX.Volume_YoY5 5 Year over 5 Year
5271 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5272 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5273 TMFGX.Volume_SmoothDer Derivative of Smoothed
5274 TMFGX.Volume_Log Log of
5275 TMFGX.Volume_mva365 365 Day MA
5276 TMFGX.Volume_mva200 200 Day MA
5277 TMFGX.Volume_mva050 50 Day MA
5278 TMFGX.Adjusted_YoY Year over Year
5284 TMFGX.Adjusted_Log Log of
5285 TMFGX.Adjusted_mva365 365 Day MA
5286 TMFGX.Adjusted_mva200 200 Day MA
5287 TMFGX.Adjusted_mva050 50 Day MA
5328 IWM.Volume_YoY Year over Year
5329 IWM.Volume_YoY4 4 Year over 4 Year
5331 IWM.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5332 IWM.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5333 IWM.Volume_SmoothDer Derivative of Smoothed
5334 IWM.Volume_Log Log of
5337 IWM.Volume_mva050 50 Day MA
5388 ONEQ.Volume_YoY Year over Year
5391 ONEQ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5392 ONEQ.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5393 ONEQ.Volume_SmoothDer Derivative of Smoothed
5394 ONEQ.Volume_Log Log of
5395 ONEQ.Volume_mva365 365 Day MA
5396 ONEQ.Volume_mva200 200 Day MA
5397 ONEQ.Volume_mva050 50 Day MA
5448 FSMAX.Volume_YoY Year over Year
5449 FSMAX.Volume_YoY4 4 Year over 4 Year
5450 FSMAX.Volume_YoY5 5 Year over 5 Year
5451 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5452 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5453 FSMAX.Volume_SmoothDer Derivative of Smoothed
5454 FSMAX.Volume_Log Log of
5455 FSMAX.Volume_mva365 365 Day MA
5456 FSMAX.Volume_mva200 200 Day MA
5457 FSMAX.Volume_mva050 50 Day MA
5475 FXNAX.Open_mva365 365 Day MA
5485 FXNAX.High_mva365 365 Day MA
5495 FXNAX.Low_mva365 365 Day MA
5505 FXNAX.Close_mva365 365 Day MA
5508 FXNAX.Volume_YoY Year over Year
5509 FXNAX.Volume_YoY4 4 Year over 4 Year
5510 FXNAX.Volume_YoY5 5 Year over 5 Year
5511 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5512 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5513 FXNAX.Volume_SmoothDer Derivative of Smoothed
5514 FXNAX.Volume_Log Log of
5515 FXNAX.Volume_mva365 365 Day MA
5516 FXNAX.Volume_mva200 200 Day MA
5517 FXNAX.Volume_mva050 50 Day MA
5521 FXNAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5524 FXNAX.Adjusted_Log Log of
5525 FXNAX.Adjusted_mva365 365 Day MA
5531 HAINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5533 HAINX.Open_SmoothDer Derivative of Smoothed
5541 HAINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5543 HAINX.High_SmoothDer Derivative of Smoothed
5551 HAINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5553 HAINX.Low_SmoothDer Derivative of Smoothed
5561 HAINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5563 HAINX.Close_SmoothDer Derivative of Smoothed
5568 HAINX.Volume_YoY Year over Year
5569 HAINX.Volume_YoY4 4 Year over 4 Year
5570 HAINX.Volume_YoY5 5 Year over 5 Year
5571 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5572 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5573 HAINX.Volume_SmoothDer Derivative of Smoothed
5574 HAINX.Volume_Log Log of
5575 HAINX.Volume_mva365 365 Day MA
5576 HAINX.Volume_mva200 200 Day MA
5577 HAINX.Volume_mva050 50 Day MA
5581 HAINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5583 HAINX.Adjusted_SmoothDer Derivative of Smoothed
5585 HAINX.Adjusted_mva365 365 Day MA
5628 HNACX.Volume_YoY Year over Year
5629 HNACX.Volume_YoY4 4 Year over 4 Year
5630 HNACX.Volume_YoY5 5 Year over 5 Year
5631 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5632 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5633 HNACX.Volume_SmoothDer Derivative of Smoothed
5634 HNACX.Volume_Log Log of
5635 HNACX.Volume_mva365 365 Day MA
5636 HNACX.Volume_mva200 200 Day MA
5637 HNACX.Volume_mva050 50 Day MA
5651 VEU.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5653 VEU.Open_SmoothDer Derivative of Smoothed
5661 VEU.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5663 VEU.High_SmoothDer Derivative of Smoothed
5671 VEU.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5681 VEU.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5692 VEU.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5693 VEU.Volume_SmoothDer Derivative of Smoothed
5695 VEU.Volume_mva365 365 Day MA
5696 VEU.Volume_mva200 200 Day MA
5701 VEU.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5703 VEU.Adjusted_SmoothDer Derivative of Smoothed
5748 VEIRX.Volume_YoY Year over Year
5749 VEIRX.Volume_YoY4 4 Year over 4 Year
5750 VEIRX.Volume_YoY5 5 Year over 5 Year
5751 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5752 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5753 VEIRX.Volume_SmoothDer Derivative of Smoothed
5754 VEIRX.Volume_Log Log of
5755 VEIRX.Volume_mva365 365 Day MA
5756 VEIRX.Volume_mva200 200 Day MA
5757 VEIRX.Volume_mva050 50 Day MA
5765 VEIRX.Adjusted_mva365 365 Day MA
5773 BIL.Open_SmoothDer Derivative of Smoothed
5783 BIL.High_SmoothDer Derivative of Smoothed
5793 BIL.Low_SmoothDer Derivative of Smoothed
5803 BIL.Close_SmoothDer Derivative of Smoothed
5808 BIL.Volume_YoY Year over Year
5811 BIL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5812 BIL.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5813 BIL.Volume_SmoothDer Derivative of Smoothed
5814 BIL.Volume_Log Log of
5815 BIL.Volume_mva365 365 Day MA
5816 BIL.Volume_mva200 200 Day MA
5817 BIL.Volume_mva050 50 Day MA
5821 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5822 BIL.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5824 BIL.Adjusted_Log Log of
5825 BIL.Adjusted_mva365 365 Day MA
5826 BIL.Adjusted_mva200 200 Day MA
5827 BIL.Adjusted_mva050 50 Day MA
5871 IVOO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5872 IVOO.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5873 IVOO.Volume_SmoothDer Derivative of Smoothed
5874 IVOO.Volume_Log Log of
5875 IVOO.Volume_mva365 365 Day MA
5876 IVOO.Volume_mva200 200 Day MA
5877 IVOO.Volume_mva050 50 Day MA
5929 VO.Volume_YoY4 4 Year over 4 Year
5931 VO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5932 VO.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5933 VO.Volume_SmoothDer Derivative of Smoothed
5934 VO.Volume_Log Log of
5935 VO.Volume_mva365 365 Day MA
5936 VO.Volume_mva200 200 Day MA
5937 VO.Volume_mva050 50 Day MA
5991 CZA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5993 CZA.Volume_SmoothDer Derivative of Smoothed
5994 CZA.Volume_Log Log of
6015 VYM.Open_mva365 365 Day MA
6025 VYM.High_mva365 365 Day MA
6048 VYM.Volume_YoY Year over Year
6051 VYM.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6052 VYM.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6053 VYM.Volume_SmoothDer Derivative of Smoothed
6054 VYM.Volume_Log Log of
6055 VYM.Volume_mva365 365 Day MA
6056 VYM.Volume_mva200 200 Day MA
6065 VYM.Adjusted_mva365 365 Day MA
6075 ACWI.Open_mva365 365 Day MA
6085 ACWI.High_mva365 365 Day MA
6111 ACWI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6112 ACWI.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6113 ACWI.Volume_SmoothDer Derivative of Smoothed
6116 ACWI.Volume_mva200 200 Day MA
6128 SLY.Open_YoY Year over Year
6134 SLY.Open_Log Log of
6135 SLY.Open_mva365 365 Day MA
6136 SLY.Open_mva200 200 Day MA
6137 SLY.Open_mva050 50 Day MA
6138 SLY.High_YoY Year over Year
6144 SLY.High_Log Log of
6145 SLY.High_mva365 365 Day MA
6146 SLY.High_mva200 200 Day MA
6147 SLY.High_mva050 50 Day MA
6148 SLY.Low_YoY Year over Year
6154 SLY.Low_Log Log of
6155 SLY.Low_mva365 365 Day MA
6156 SLY.Low_mva200 200 Day MA
6157 SLY.Low_mva050 50 Day MA
6158 SLY.Close_YoY Year over Year
6164 SLY.Close_Log Log of
6165 SLY.Close_mva365 365 Day MA
6166 SLY.Close_mva200 200 Day MA
6167 SLY.Close_mva050 50 Day MA
6168 SLY.Volume_YoY Year over Year
6174 SLY.Volume_Log Log of
6175 SLY.Volume_mva365 365 Day MA
6176 SLY.Volume_mva200 200 Day MA
6177 SLY.Volume_mva050 50 Day MA
6178 SLY.Adjusted_YoY Year over Year
6184 SLY.Adjusted_Log Log of
6185 SLY.Adjusted_mva365 365 Day MA
6186 SLY.Adjusted_mva200 200 Day MA
6187 SLY.Adjusted_mva050 50 Day MA
6228 QQQ.Volume_YoY Year over Year
6229 QQQ.Volume_YoY4 4 Year over 4 Year
6231 QQQ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6232 QQQ.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6233 QQQ.Volume_SmoothDer Derivative of Smoothed
6234 QQQ.Volume_Log Log of
6237 QQQ.Volume_mva050 50 Day MA
6291 HYMB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6293 HYMB.Volume_SmoothDer Derivative of Smoothed
6294 HYMB.Volume_Log Log of
6296 HYMB.Volume_mva200 200 Day MA
6305 HYMB.Adjusted_mva365 365 Day MA
6311 GOLD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6314 GOLD.Open_Log Log of
6315 GOLD.Open_mva365 365 Day MA
6321 GOLD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6325 GOLD.High_mva365 365 Day MA
6331 GOLD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6335 GOLD.Low_mva365 365 Day MA
6341 GOLD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6351 GOLD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6352 GOLD.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6353 GOLD.Volume_SmoothDer Derivative of Smoothed
6354 GOLD.Volume_Log Log of
6356 GOLD.Volume_mva200 200 Day MA
6361 GOLD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6365 GOLD.Adjusted_mva365 365 Day MA
6374 BKR.Open_Log Log of
6375 BKR.Open_mva365 365 Day MA
6376 BKR.Open_mva200 200 Day MA
6385 BKR.High_mva365 365 Day MA
6386 BKR.High_mva200 200 Day MA
6395 BKR.Low_mva365 365 Day MA
6405 BKR.Close_mva365 365 Day MA
6408 BKR.Volume_YoY Year over Year
6411 BKR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6412 BKR.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6413 BKR.Volume_SmoothDer Derivative of Smoothed
6414 BKR.Volume_Log Log of
6416 BKR.Volume_mva200 200 Day MA
6417 BKR.Volume_mva050 50 Day MA
6425 BKR.Adjusted_mva365 365 Day MA
6433 SLB.Open_SmoothDer Derivative of Smoothed
6443 SLB.High_SmoothDer Derivative of Smoothed
6453 SLB.Low_SmoothDer Derivative of Smoothed
6463 SLB.Close_SmoothDer Derivative of Smoothed
6471 SLB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6472 SLB.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6473 SLB.Volume_SmoothDer Derivative of Smoothed
6475 SLB.Volume_mva365 365 Day MA
6476 SLB.Volume_mva200 200 Day MA
6477 SLB.Volume_mva050 50 Day MA
6483 SLB.Adjusted_SmoothDer Derivative of Smoothed
6493 HAL.Open_SmoothDer Derivative of Smoothed
6494 HAL.Open_Log Log of
6503 HAL.High_SmoothDer Derivative of Smoothed
6513 HAL.Low_SmoothDer Derivative of Smoothed
6523 HAL.Close_SmoothDer Derivative of Smoothed
6531 HAL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6533 HAL.Volume_SmoothDer Derivative of Smoothed
6534 HAL.Volume_Log Log of
6535 HAL.Volume_mva365 365 Day MA
6536 HAL.Volume_mva200 200 Day MA
6537 HAL.Volume_mva050 50 Day MA
6543 HAL.Adjusted_SmoothDer Derivative of Smoothed
6554 IP.Open_Log Log of
6555 IP.Open_mva365 365 Day MA
6565 IP.High_mva365 365 Day MA
6575 IP.Low_mva365 365 Day MA
6585 IP.Close_mva365 365 Day MA
6591 IP.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6593 IP.Volume_SmoothDer Derivative of Smoothed
6596 IP.Volume_mva200 200 Day MA
6605 IP.Adjusted_mva365 365 Day MA
6651 PKG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6652 PKG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6653 PKG.Volume_SmoothDer Derivative of Smoothed
6655 PKG.Volume_mva365 365 Day MA
6656 PKG.Volume_mva200 200 Day MA
6657 PKG.Volume_mva050 50 Day MA
6711 UPS.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6713 UPS.Volume_SmoothDer Derivative of Smoothed
6715 UPS.Volume_mva365 365 Day MA
6716 UPS.Volume_mva200 200 Day MA
6771 FDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6773 FDX.Volume_SmoothDer Derivative of Smoothed
6777 FDX.Volume_mva050 50 Day MA
6791 T.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6793 T.Open_SmoothDer Derivative of Smoothed
6794 T.Open_Log Log of
6795 T.Open_mva365 365 Day MA
6796 T.Open_mva200 200 Day MA
6797 T.Open_mva050 50 Day MA
6801 T.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6803 T.High_SmoothDer Derivative of Smoothed
6805 T.High_mva365 365 Day MA
6806 T.High_mva200 200 Day MA
6807 T.High_mva050 50 Day MA
6811 T.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6813 T.Low_SmoothDer Derivative of Smoothed
6815 T.Low_mva365 365 Day MA
6816 T.Low_mva200 200 Day MA
6817 T.Low_mva050 50 Day MA
6821 T.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6823 T.Close_SmoothDer Derivative of Smoothed
6825 T.Close_mva365 365 Day MA
6826 T.Close_mva200 200 Day MA
6827 T.Close_mva050 50 Day MA
6831 T.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6832 T.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6833 T.Volume_SmoothDer Derivative of Smoothed
6835 T.Volume_mva365 365 Day MA
6836 T.Volume_mva200 200 Day MA
6837 T.Volume_mva050 50 Day MA
6841 T.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6843 T.Adjusted_SmoothDer Derivative of Smoothed
6845 T.Adjusted_mva365 365 Day MA
6846 T.Adjusted_mva200 200 Day MA
6847 T.Adjusted_mva050 50 Day MA
6851 VZ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6853 VZ.Open_SmoothDer Derivative of Smoothed
6855 VZ.Open_mva365 365 Day MA
6856 VZ.Open_mva200 200 Day MA
6857 VZ.Open_mva050 50 Day MA
6861 VZ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6863 VZ.High_SmoothDer Derivative of Smoothed
6865 VZ.High_mva365 365 Day MA
6866 VZ.High_mva200 200 Day MA
6867 VZ.High_mva050 50 Day MA
6871 VZ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6873 VZ.Low_SmoothDer Derivative of Smoothed
6875 VZ.Low_mva365 365 Day MA
6881 VZ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6883 VZ.Close_SmoothDer Derivative of Smoothed
6885 VZ.Close_mva365 365 Day MA
6887 VZ.Close_mva050 50 Day MA
6891 VZ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6892 VZ.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6893 VZ.Volume_SmoothDer Derivative of Smoothed
6895 VZ.Volume_mva365 365 Day MA
6896 VZ.Volume_mva200 200 Day MA
6897 VZ.Volume_mva050 50 Day MA
6901 VZ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6903 VZ.Adjusted_SmoothDer Derivative of Smoothed
6905 VZ.Adjusted_mva365 365 Day MA
6906 VZ.Adjusted_mva200 200 Day MA
6907 VZ.Adjusted_mva050 50 Day MA
6908 PETA103600001M_YoY U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
6914 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
6915 PETA103600001M_mva365 U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6916 PETA103600001M_mva200 U.S. Total Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6917 PETA103600001M_mva050 U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6918 PETA123600001M_YoY U.S. Regular Gasoline Retail Sales by Refiners, Monthly Year over Year
6924 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
6925 PETA123600001M_mva365 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6926 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6927 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6928 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
6929 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6930 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
6934 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
6935 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6936 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6937 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6938 PETA133B00001M_YoY U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly Year over Year
6940 PETA133B00001M_YoY5 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 5 Year over 5 Year
6944 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
6945 PETA133B00001M_mva365 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 365 Day MA
6946 PETA133B00001M_mva200 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 200 Day MA
6947 PETA133B00001M_mva050 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
6948 TOTALOGNRPUSM_YoY Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly Year over Year
6950 TOTALOGNRPUSM_YoY5 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
6953 TOTALOGNRPUSM_SmoothDer Derivative of Smoothed Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
6954 TOTALOGNRPUSM_Log Log of Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
6957 TOTALOGNRPUSM_mva050 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 50 Day MA
6960 TOTALPANRPUSM_YoY5 Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6963 TOTALPANRPUSM_SmoothDer Derivative of Smoothed Crude Oil Rotary Rigs in Operation, Monthly
6964 TOTALPANRPUSM_Log Log of Crude Oil Rotary Rigs in Operation, Monthly
6967 TOTALPANRPUSM_mva050 Crude Oil Rotary Rigs in Operation, Monthly 50 Day MA
6968 TOTALNGNRPUSM_YoY Natural Gas Rotary Rigs in Operation, Monthly Year over Year
6970 TOTALNGNRPUSM_YoY5 Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6976 TOTALNGNRPUSM_mva200 Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
6978 BKRTotal_YoY Total Rig Count Year over Year
6980 BKRTotal_YoY5 Total Rig Count 5 Year over 5 Year
6984 BKRTotal_Log Log of Total Rig Count
6985 BKRTotal_mva365 Total Rig Count 365 Day MA
6986 BKRTotal_mva200 Total Rig Count 200 Day MA
6987 BKRTotal_mva050 Total Rig Count 50 Day MA
6988 BKRGas_YoY Gas Rig Count Year over Year
6990 BKRGas_YoY5 Gas Rig Count 5 Year over 5 Year
6994 BKRGas_Log Log of Gas Rig Count
6995 BKRGas_mva365 Gas Rig Count 365 Day MA
6996 BKRGas_mva200 Gas Rig Count 200 Day MA
6997 BKRGas_mva050 Gas Rig Count 50 Day MA
6998 BKROil_YoY Oil Rig Count Year over Year
7000 BKROil_YoY5 Oil Rig Count 5 Year over 5 Year
7004 BKROil_Log Log of Oil Rig Count
7005 BKROil_mva365 Oil Rig Count 365 Day MA
7006 BKROil_mva200 Oil Rig Count 200 Day MA
7007 BKROil_mva050 Oil Rig Count 50 Day MA
7008 FARMINCOME_YoY Net Farm Income Year over Year
7009 FARMINCOME_YoY4 Net Farm Income 4 Year over 4 Year
7010 FARMINCOME_YoY5 Net Farm Income 5 Year over 5 Year
7014 FARMINCOME_Log Log of Net Farm Income
7015 FARMINCOME_mva365 Net Farm Income 365 Day MA
7016 FARMINCOME_mva200 Net Farm Income 200 Day MA
7017 FARMINCOME_mva050 Net Farm Income 50 Day MA
7018 OPEARNINGSPERSHARE_YoY Operating Earnings per Share Year over Year
7024 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7025 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7026 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7027 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7028 AREARNINGSPERSHARE_YoY As-Reported Earnings per Share Year over Year
7034 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7035 AREARNINGSPERSHARE_mva365 As-Reported Earnings per Share 365 Day MA
7036 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7037 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7038 CASHDIVIDENDSPERSHR_YoY Cash Dividends per Share Year over Year
7044 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7045 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7046 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7047 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7048 SALESPERSHR_YoY Sales per Share Year over Year
7050 SALESPERSHR_YoY5 Sales per Share 5 Year over 5 Year
7054 SALESPERSHR_Log Log of Sales per Share
7055 SALESPERSHR_mva365 Sales per Share 365 Day MA
7056 SALESPERSHR_mva200 Sales per Share 200 Day MA
7057 SALESPERSHR_mva050 Sales per Share 50 Day MA
7058 BOOKVALPERSHR_YoY Book value per Share Year over Year
7064 BOOKVALPERSHR_Log Log of Book value per Share
7065 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7066 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7067 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7068 CAPEXPERSHR_YoY Cap ex per Share Year over Year
7070 CAPEXPERSHR_YoY5 Cap ex per Share 5 Year over 5 Year
7074 CAPEXPERSHR_Log Log of Cap ex per Share
7075 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7076 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7077 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7078 PRICE_YoY Price Year over Year
7084 PRICE_Log Log of Price
7085 PRICE_mva365 Price 365 Day MA
7086 PRICE_mva200 Price 200 Day MA
7087 PRICE_mva050 Price 50 Day MA
7088 OPEARNINGSTTM_YoY TTM Operating Earnings Year over Year
7090 OPEARNINGSTTM_YoY5 TTM Operating Earnings 5 Year over 5 Year
7094 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7095 OPEARNINGSTTM_mva365 TTM Operating Earnings 365 Day MA
7096 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7097 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7098 AREARNINGSTTM_YoY TTM Reported Earnings Year over Year
7100 AREARNINGSTTM_YoY5 TTM Reported Earnings 5 Year over 5 Year
7104 AREARNINGSTTM_Log Log of TTM Reported Earnings
7105 AREARNINGSTTM_mva365 TTM Reported Earnings 365 Day MA
7106 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7107 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7108 FINRAMarginDebt_YoY Margin Debt Year over Year
7114 FINRAMarginDebt_Log Log of Margin Debt
7115 FINRAMarginDebt_mva365 Margin Debt 365 Day MA
7116 FINRAMarginDebt_mva200 Margin Debt 200 Day MA
7117 FINRAMarginDebt_mva050 Margin Debt 50 Day MA
7118 FINRAFreeCreditMargin_YoY Free Credit Balances in Customers’ Securities Margin Accounts Year over Year
7124 FINRAFreeCreditMargin_Log Log of Free Credit Balances in Customers’ Securities Margin Accounts
7125 FINRAFreeCreditMargin_mva365 Free Credit Balances in Customers’ Securities Margin Accounts 365 Day MA
7126 FINRAFreeCreditMargin_mva200 Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7127 FINRAFreeCreditMargin_mva050 Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7128 OCCEquityVolume_YoY Equity Options Volume Year over Year
7129 OCCEquityVolume_YoY4 Equity Options Volume 4 Year over 4 Year
7130 OCCEquityVolume_YoY5 Equity Options Volume 5 Year over 5 Year
7134 OCCEquityVolume_Log Log of Equity Options Volume
7135 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7136 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7137 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7138 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7139 OCCNonEquityVolume_YoY4 Non-Equity Options Volume 4 Year over 4 Year
7140 OCCNonEquityVolume_YoY5 Non-Equity Options Volume 5 Year over 5 Year
7144 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7145 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7146 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7147 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7155 RSALESAGG_mva365 Real Retail and Food Services Sales (RRSFS and RSALES) 365 Day MA
7164 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7165 BUSLOANS.minus.BUSLOANSNSA_mva365 Business Loans (Montlhy) SA - NSA 365 Day MA
7174 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7175 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva365 Business Loans (Montlhy) SA - NSA divided by GDP 365 Day MA
7178 BUSLOANS.by.GDP_YoY Business Loans Normalized by GDP Year over Year
7179 BUSLOANS.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7193 BUSLOANS.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens
7196 BUSLOANS.INTEREST_mva200 Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7203 BUSLOANS.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7206 BUSLOANS.INTEREST.by.GDP_mva200 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7208 BUSLOANSNSA.by.GDP_YoY Business Loans Normalized by GDP Year over Year
7209 BUSLOANSNSA.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7213 BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7217 BUSLOANSNSA.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7218 TOTCI.by.GDP_YoY Business Loans (Weekly, SA) Normalized by GDP Year over Year
7219 TOTCI.by.GDP_YoY4 Business Loans (Weekly, SA) Normalized by GDP 4 Year over 4 Year
7228 TOTCINSA.by.GDP_YoY Business Loans (Weekly, NSA) Normalized by GDP Year over Year
7229 TOTCINSA.by.GDP_YoY4 Business Loans (Weekly, NSA) Normalized by GDP 4 Year over 4 Year
7231 TOTCINSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7233 TOTCINSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
7237 TOTCINSA.by.GDP_mva050 Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7243 TOTCINSA.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens
7246 TOTCINSA.INTEREST_mva200 Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7253 TOTCINSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7256 TOTCINSA.INTEREST.by.GDP_mva200 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7258 W875RX1.by.GDP_YoY Real Personal Income Normalized by GDP Year over Year
7259 W875RX1.by.GDP_YoY4 Real Personal Income Normalized by GDP 4 Year over 4 Year
7261 W875RX1.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7263 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7264 W875RX1.by.GDP_Log Log of Real Personal Income Normalized by GDP
7267 W875RX1.by.GDP_mva050 Real Personal Income Normalized by GDP 50 Day MA
7268 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7269 A065RC1A027NBEA.by.GDP_YoY4 Personal Income (NSA) Normalized by GDP 4 Year over 4 Year
7273 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7274 A065RC1A027NBEA.by.GDP_Log Log of Personal Income (NSA) Normalized by GDP
7278 PI.by.GDP_YoY Personal Income (SA) Normalized by GDP Year over Year
7281 PI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7283 PI.by.GDP_SmoothDer Derivative of Smoothed Personal Income (SA) Normalized by GDP
7284 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
7285 PI.by.GDP_mva365 Personal Income (SA) Normalized by GDP 365 Day MA
7286 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
7287 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
7294 A053RC1Q027SBEA.by.GDP_Log Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7295 A053RC1Q027SBEA.by.GDP_mva365 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7296 A053RC1Q027SBEA.by.GDP_mva200 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA
7297 A053RC1Q027SBEA.by.GDP_mva050 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA
7304 CPROFIT.by.GDP_Log Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7305 CPROFIT.by.GDP_mva365 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 365 Day MA
7306 CPROFIT.by.GDP_mva200 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA
7307 CPROFIT.by.GDP_mva050 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA
7308 CONSUMERNSA.by.GDP_YoY Consumer Loans Not Seasonally Adjusted divided by GDP Year over Year
7318 RREACBM027NBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7319 RREACBM027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7323 RREACBM027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7328 RREACBM027SBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
7329 RREACBM027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7331 RREACBM027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
7333 RREACBM027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
7334 RREACBM027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7337 RREACBM027SBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7338 RREACBW027SBOG.by.GDP_YoY Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year
7341 RREACBW027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7343 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7344 RREACBW027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7347 RREACBW027SBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7371 DGORDER.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7373 DGORDER.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7374 DGORDER.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7377 DGORDER.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7378 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7383 ASHMA.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP
7384 ASHMA.by.GDP_Log Log of Home Mortgages (Quarterly, NSA) divided by GDP
7393 ASHMA.INTEREST_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7396 ASHMA.INTEREST_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7403 ASHMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7410 CONSUMERNSA.INTEREST_YoY5 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 5 Year over 5 Year
7418 CONSUMERNSA.INTEREST.by.GDP_YoY Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year
7435 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7436 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7438 TOTLNNSA.by.GDP_YoY Total Loans Not Seasonally Adjusted divided by GDP Year over Year
7439 TOTLNNSA.by.GDP_YoY4 Total Loans Not Seasonally Adjusted divided by GDP 4 Year over 4 Year
7453 TOTLNNSA.INTEREST_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens
7456 TOTLNNSA.INTEREST_mva200 Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7463 TOTLNNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7466 TOTLNNSA.INTEREST.by.GDP_mva200 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7471 WRESBAL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks Divided by GDP
7473 WRESBAL.by.GDP_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7477 WRESBAL.by.GDP_mva050 Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA
7478 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7479 EXCSRESNW.by.GDP_YoY4 Excess Reserves of Depository Institutions Divided by GDP 4 Year over 4 Year
7483 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7484 EXCSRESNW.by.GDP_Log Log of Excess Reserves of Depository Institutions Divided by GDP
7511 EXPCH.minus.IMPCH_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7513 EXPCH.minus.IMPCH_SmoothDer Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7514 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7516 EXPCH.minus.IMPCH_mva200 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
7517 EXPCH.minus.IMPCH_mva050 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
7521 EXPMX.minus.IMPMX_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7523 EXPMX.minus.IMPMX_SmoothDer Derivative of Smoothed
7524 EXPMX.minus.IMPMX_Log Log of
7531 SRPSABSNNCB.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7534 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7535 SRPSABSNNCB.by.GDP_mva365 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 365 Day MA
7538 ASTLL.by.GDP_YoY All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year
7539 ASTLL.by.GDP_YoY4 All sectors; total loans; liability, Level (NSA) Divided by GDP 4 Year over 4 Year
7543 ASTLL.by.GDP_SmoothDer Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP
7544 ASTLL.by.GDP_Log Log of All sectors; total loans; liability, Level (NSA) Divided by GDP
7548 ASFMA.by.GDP_YoY All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year
7553 ASFMA.by.GDP_SmoothDer Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7554 ASFMA.by.GDP_Log Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7564 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
7565 ASFMA.by.ASTLL_mva365 All sectors; total loans Divided by farm mortgages 365 Day MA
7566 ASFMA.by.ASTLL_mva200 All sectors; total loans Divided by farm mortgages 200 Day MA
7567 ASFMA.by.ASTLL_mva050 All sectors; total loans Divided by farm mortgages 50 Day MA
7573 ASFMA.INTEREST_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7576 ASFMA.INTEREST_mva200 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7583 ASFMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7588 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7589 FARMINCOME.by.GDP_YoY4 Farm Income (Annual, NSA) Divided by GDP 4 Year over 4 Year
7593 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7594 FARMINCOME.by.GDP_Log Log of Farm Income (Annual, NSA) Divided by GDP
7598 BOGMBASE.by.GDP_YoY BOGMBASE Divided by GDP Year over Year
7601 BOGMBASE.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) BOGMBASE Divided by GDP
7603 BOGMBASE.by.GDP_SmoothDer Derivative of Smoothed BOGMBASE Divided by GDP
7608 WALCL.by.GDP_YoY All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
7613 WALCL.by.GDP_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP
7618 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7619 ECBASSETS.by.EUNNGDP_YoY4 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 4 Year over 4 Year
7623 ECBASSETS.by.EUNNGDP_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7624 ECBASSETS.by.EUNNGDP_Log Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7631 DGS30TO10_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7632 DGS30TO10_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7634 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7635 DGS30TO10_mva365 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 365 Day MA
7636 DGS30TO10_mva200 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA
7644 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7645 DGS10TO1_mva365 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 365 Day MA
7646 DGS10TO1_mva200 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
7654 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7655 DGS10TO2_mva365 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 365 Day MA
7656 DGS10TO2_mva200 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA
7664 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7665 DGS10TOTB3MS_mva365 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 365 Day MA
7666 DGS10TOTB3MS_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
7674 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7675 DGS10TODTB3_mva365 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 365 Day MA
7676 DGS10TODTB3_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
7681 DGS10ByAAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10)
7682 DGS10ByAAA_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) AAA ratio to 10 year treasury (AAA/DGS10)
7683 DGS10ByAAA_SmoothDer Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7684 DGS10ByAAA_Log Log of AAA ratio to 10 year treasury (AAA/DGS10)
7689 LNU03000000BYPOPTHM_YoY4 Unemployment level (NSA) / Population 4 Year over 4 Year
7691 LNU03000000BYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population
7693 LNU03000000BYPOPTHM_SmoothDer Derivative of Smoothed Unemployment level (NSA) / Population
7695 LNU03000000BYPOPTHM_mva365 Unemployment level (NSA) / Population 365 Day MA
7696 LNU03000000BYPOPTHM_mva200 Unemployment level (NSA) / Population 200 Day MA
7699 UNEMPLOYBYPOPTHM_YoY4 Unemployment level, seasonally adjusted / Population 4 Year over 4 Year
7701 UNEMPLOYBYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population
7705 UNEMPLOYBYPOPTHM_mva365 Unemployment level, seasonally adjusted / Population 365 Day MA
7707 UNEMPLOYBYPOPTHM_mva050 Unemployment level, seasonally adjusted / Population 50 Day MA
7708 NPPTTLBYPOPTHM_YoY ADP Private Employment / Population Year over Year
7713 NPPTTLBYPOPTHM_SmoothDer Derivative of Smoothed ADP Private Employment / Population
7721 U6toU3_Smooth Savitsky-Golay Smoothed (p=3, n=365) U6RATE minums UNRATE
7723 U6toU3_SmoothDer Derivative of Smoothed U6RATE minums UNRATE
7725 U6toU3_mva365 U6RATE minums UNRATE 365 Day MA
7726 U6toU3_mva200 U6RATE minums UNRATE 200 Day MA
7733 DCOILBRENTEU.by.PPIACO_SmoothDer Derivative of Smoothed Crude Oil - Brent, $/bbl, Normalized by producer price index c.o.
7743 DCOILWTICO.by.PPIACO_SmoothDer Derivative of Smoothed Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7744 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7754 GDP.by.GDPDEF_Log Log of Nominal GDP Normalized by GDP def
7755 GDP.by.GDPDEF_mva365 Nominal GDP Normalized by GDP def 365 Day MA
7756 GDP.by.GDPDEF_mva200 Nominal GDP Normalized by GDP def 200 Day MA
7757 GDP.by.GDPDEF_mva050 Nominal GDP Normalized by GDP def 50 Day MA
7761 GSG.Close.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSCI Commodity-Indexed Trust, Normalized by GDP def
7763 GSG.Close.by.GDPDEF_SmoothDer Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by GDP def
7771 GSG.Close.by.GSPC.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSCI Commodity-Indexed Trust, Normalized by S&P 500
7772 GSG.Close.by.GSPC.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) GSCI Commodity-Indexed Trust, Normalized by S&P 500
7773 GSG.Close.by.GSPC.Close_SmoothDer Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by S&P 500
7774 GSG.Close.by.GSPC.Close_Log Log of GSCI Commodity-Indexed Trust, Normalized by S&P 500
7777 GSG.Close.by.GSPC.Close_mva050 GSCI Commodity-Indexed Trust, Normalized by S&P 500 50 Day MA
7785 GDPBYPOPTHM_mva365 GDP/Population 365 Day MA
7795 GDPBYCPIAUCSL_mva365 GDP divided by CPI 365 Day MA
7811 GSPC.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY
7813 GSPC.CloseBYMDY.Close_SmoothDer Derivative of Smoothed GSPC by MDY
7815 GSPC.CloseBYMDY.Close_mva365 GSPC by MDY 365 Day MA
7816 GSPC.CloseBYMDY.Close_mva200 GSPC by MDY 200 Day MA
7817 GSPC.CloseBYMDY.Close_mva050 GSPC by MDY 50 Day MA
7821 QQQ.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY
7823 QQQ.CloseBYMDY.Close_SmoothDer Derivative of Smoothed QQQ by MDY
7825 QQQ.CloseBYMDY.Close_mva365 QQQ by MDY 365 Day MA
7826 QQQ.CloseBYMDY.Close_mva200 QQQ by MDY 200 Day MA
7831 GSPC.DailySwing_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7832 GSPC.DailySwing_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7833 GSPC.DailySwing_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7834 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7835 GSPC.DailySwing_mva365 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 365 Day MA
7836 GSPC.DailySwing_mva200 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 200 Day MA
7837 GSPC.DailySwing_mva050 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 50 Day MA
7845 GSPC.Open.by.GDPDEF_mva365 S&P 500 (^GSPC) Open divided by GDP deflator 365 Day MA
7865 HNFSUSNSA.minus.HSN1FNSA_mva365 Houses for sale - houses sold 365 Day MA
7866 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
7871 MSPUS.times.HOUST_Smooth Savitsky-Golay Smoothed (p=3, n=365) New privately owned units start times median price
7876 MSPUS.times.HOUST_mva200 New privately owned units start times median price 200 Day MA
7877 MSPUS.times.HOUST_mva050 New privately owned units start times median price 50 Day MA
7881 HOUST.div.POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Housing starts divided by U.S. population
7886 HOUST.div.POPTHM_mva200 Housing starts divided by U.S. population 200 Day MA
7887 HOUST.div.POPTHM_mva050 Housing starts divided by U.S. population 50 Day MA
7890 MSPUS.times.HNFSUSNSA_YoY5 New privately owned 1-family units for sale times median price 5 Year over 5 Year
7895 MSPUS.times.HNFSUSNSA_mva365 New privately owned 1-family units for sale times median price 365 Day MA
7896 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
7898 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_YoY Median home price times new and existing houses sold Year over Year
7906 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_mva200 Median home price times new and existing houses sold 200 Day MA
7907 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_mva050 Median home price times new and existing houses sold 50 Day MA
7908 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_YoY New and existing home sales volume Year over Year
7916 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_mva200 New and existing home sales volume 200 Day MA
7917 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_mva050 New and existing home sales volume 50 Day MA
7919 TOTLLNSA.PLUS.WRESBAL Total Loans Plus All Reserves (TOTLLNSA + WRESBAL)

Equities

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

{r SP500Sales } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start <- as.Date('1999-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

{r SP500SalesShort } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start = as.Date('2001-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(0, 12)
# dtStart = as.Date('1950-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(1, 4)
# dtStart = as.Date('2001-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 6.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 101 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 167 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 1186 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

# datay <- "WWDIWLDISAIRGOODMTK1"
# ylim <- c(0, 250000)
# dtStart = as.Date('1999-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.